After that you have created a site collection and you have created an Announcements list, if this list is configured to use RSS feed on IE8, you could have this error message:
" RssWebPart: Exception handed to HandleRuntimeException.HandleException System.Net.WebException: The underlying connection was closed: An unexpected error occurred on a receive.”
The reason seems to be connected with CISCO F5 Load Balancer that are blocking the correct functionality on RSS.
Which is it Cisco or F5? Both companies make Load balancers
Sorry I've not been really clear. I found different issue either CISCO CSS or F5 using toghether with SharePoint but in this case, this particular issue was connected with CISCO