Embed RSS feed?

I'm trying to create an iPhone version of my site to be something like this. I believe this uses iUI to create the iPhone look, but I want to create it myself (that one was auto-created) as a learning process for me, and also to add in some customization.

Each of the items is listed as a

Code:

<ul> <li>

, but I don't know how to do create this. So, how can I get my RSS feed (running off MobileMe) to be in this format?

Thanks in advance!

 

Will do, thanks for the link!