There are several ways to load and manipulate a feed.
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An example of using RssDocument directly to bind to a GridView:
void Page_Load(object sender, EventArgs e)
{
    RssToolkit.Rss.RssDocument rss = RssToolkit.Rss.RssDocument.Load(new System.Uri("http://rss.msnbc.msn.com/id/3032091/device/rss/rss.xml"));
    Image1.ImageUrl = rss.Channel.Image.Url;
    GridView1.DataSource = rss.SelectItems();
    GridView1.DataBind();
}