If you are trying to setup a blog in SharePoint and want to aggregate its feed to a parent site, you’ll find that if you’re using NTLM you’ll get the following error:

The RSS webpart does not support authenticated feeds

This seems frustrating at first as you begin to wonder why you can create a blog, add RSS feed viewers, but can’t combine the two.  Basically this appears to come down to an authentication issue, and NTLM’s lack of ability to delegate credentials.  The solution:  Kerberos, and what appears to be a very simple solution at that. 

Basically just change the default Authentication Provider in SharePoint Central admin to Negotiate (Kerberos), use SetSPN to register an SPN for your App Pool account on your domain controller and allow that App Pool account to delegate through “trusted through delegation.”

More details on this can be found at:

Mark Arend: RSS Viewer web part and authenticated feeds

The referenced MSDN article from the above with more details on the setspn is at (4th question):

Credentials and Delegation

The download for the setspn tool for Server 2003 is at:

Windows Server 2003 Service Pack 1 32-bit Support Tools