How to Use RSS Feeds in Outlook 2007

I am trying to set up the RSS feeds reader of Outlook. When I click on the RSS icon of a web page, I get the option to add the feed to IE but not to Outlook. How do I get it to add to Outlook?
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RSS (really simple syndication) Feeds are optional and subscription-based. You select which RSS Feeds to subscribe to and decide which RSS Feeds you want to cancel.