A feed reader is specialized software or online application for subscribing to RSS feeds. There are a lot of choices on the market.
You can either manually put the feed (http://feeds.feedburner.com/jenerous) into your reader or go to the Feedburner page to be presented with more options.
If you need a feed reader, I suggest FeedDemon (for PC), NetNewsWire (for Mac) and Bloglines or Google Reader (for online apps).
If you have questions, there is a subscription help page.