Disclaimer: I am not an expert, but I was asked how to get the eKos diary feed directly onto a desktop, so I will try my best to explain it. Also, I don't have a mac, but the Yahoo service I am going to show you is compatible with both operating systems. I will try to make this diary as accessible as possible, but don't hesitate to e-mail me with any questions.
First things first. What does RSS stand for, and what is it?
RSS originally stood for RDF Site Summary, but is now commonly referred to as Really Simple Syndication. An RSS feed consists of a regularly updated, standardized XML encoded file that contains all of the relevant content from a website. Many, many websites produce RSS feeds, and Daily Kos is one of them. You don't need to know any details about the XML file itself, unless you are planning to produce one of your own.
How to get RSS on your desktop is beneath the fold...
Update: The instructions below are for the Yahoo widget. The Google Gadget is better, so I suggest you instead go to this link, and if you don't have it, get Google Desktop. It's pretty easy to install.
Google desktop comes with a simple RSS feeder, but it is not as powerful as the Google Reader gadget I link above. The Google Reader gadget requires you to have a Google Reader account, and will ask for your username and password. You can edit your Reader feeds while in your account. Once you have Google Desktop, you will have to go back to the above link to get the Reader gadget.
If you don't want to mess with the Reader gadget just get Google Desktop by itself.
Once installed, desktop will pop up with a bunch of widgets in a side bar. Just pull the RSS feed gadget out of the dock, and minimize the sidebar. You can edit the feeds in this reader as well; hover over the gadget, use the drop down menu, and click options. If you don't want to muddle through the rest of this diary, the eKos RSS feed URL is here. Just copy and paste the URL into the text box where it asks for the RSS URL, and remove the feeds you don't want. h/t to Bink in the comments.
There are many ways to access RSS. Most browsers have support (Chrome doesn't) for RSS, and can automatically detect feeds. Google Reader also has an RSS interpreter. I'm not going to get into any of that in this diary. I'm going go through, step by step, how I get RSS on my desktop, and hopefully that will be enough to get you going.
Keep in mind that I am using the Firefox web browser in Windows 7. The screenshots and directions may be slightly different in other systems. Also keep in mind that I am going to go through every step, no matter how trivial it seems. More advanced users may want to gloss over some of my instructions.
Follow this weblink to the Multiple RSS Feed Reader. You should see this page pop up:

Click the 'Get it' button.
A new window will pop up:

Unless you already have it, click the 'supporting software' link. This should bring up a new tab:

Click the 'Get Started Now' button.
You will now be prompted to save a file. Save it.
Once downloaded, run the executable file (double-click if in Firefox):

Windows may ask you if you want to run it:

Click 'run'.
Now the Yahoo installer should pop up:

Click 'Next'. 'Nother window:

If you are okay with the installation directory, click next
Yet another window. Pay attention to this one, unless you want your browser settings changed:

Uncheck both boxes, then hit install. Yahoo will begin installing the widget support software. Once done, you will see another window:

Click 'Close', and the widgets software will start up:

Accept the license agreement. Then, the flood gates will open:

Widgets of all kinds will invade your desktop. Sorry about that. Next, we'll get rid of everything except the rss reader (you can keep them if you want, I don't)
On the right side of the screen, you will see the widget dock, and a little window next to it. Read it if you like, but press continue.
The dock will shrink, and the text will change in the little window. Read it if you like. Then, press the little x in the top left corner to close it. You can close down the other browser windows if you like (except this one!)
Your screen should look something like this:

Now, let's destroy some widgets. Click the little plus in the top right corner of the widget dock, and it should expand:

See the widget with the Simpsons like character? That is the RSS feeder. Everything else is fair game.
First, right-click on the desktop widgets you want to be rid of, and close them. Once you are done with that, all of the widgets in the dock should be grayed out. Right click (or whatever it is you Mac folks do) on the offending widgets, and click delete. Repeat until you are left with only the Simpsons character.
Much better.
Now, click on the Simpsons character. A window will pop up. Click 'Use Widget'.
You should see three RSS feed widgets pop up. Don't worry about them right now. If you don't want to look at that yellow face all day, you can choose to hide it when you don't need it. There is a little gear with an arrow next to it in the dock. Click on it to get a drop down menu. Find and click where it says 'Auto Hide Dock'. The dock will only pop out now when you hover over it.
Things are looking better all the time. Now, we need to get the eKos RSS feed and put it into the widget. To do this, open up the dock by scrolling over the little edge sticking out. Hover your cursor over the Simpsons character, and a little gear should appear. Click on the gear. This pops up the options window for the widget:

In the text box labeled 'Add feed:', copy and paste the following URL: http://www.dailykos.com/...
Click save. The feeds will disappear for a moment, but should then return with eKos along with them (although it is titled Daily Kos). You can drag and drop the feeds wherever you like on the desktop.
You can also adjust the placement of the dock by accessing its settings.
To be rid of the other feeds, follow the instructions in the options menu for deletion. You can only delete one feed at a time.
In the end, your desktop should look something like this:

Although I accidentally cut off a little bit of the right hand side of that image. If you hover over the titles in the feed, you get a little blurb from the diary, though I wish it would stay longer. You can also stretch the widget, but it doesn't do word wrap.
Now that you get the idea of RSS, you can look around for better widgets. The RSS widget that comes with Windows 7 is better on its surface, but I couldn't figure out how to adjust the refresh rate. At one point, it was running several hours behind.
Also, you should be able to do this for any feed you like. For instance, if there is another tag on Daily Kos you want to keep track of, click on that tag in one of the diaries. On the right hand side of the page, there is a button labeled 'Feed powered by feedburner'. That is the link to that tag's RSS feed. Other websites may do it differently, but most of them have feeds you can access.
Any questions?