Have you wanted to use the Windows RSS Platform from C++? Unlike managed code or script there is no simple way to create header files with the declaration of the IX.. interfaces which are designed for use from C++. Of course the msfeeds.h header file is included in the Windows SDK. If you are hardcore about Windows development you might already have it installed. However, not everyone wants to install the 1GB+ just to get the msfeeds.h header file.
Fear not, I've recently posted on my blog a MiniSDK which includes the required headers to use the RSS Platform from C++. I hope this will save you some time and effort.