My favorite RSS aggregator is AmphetaDesk, its available for a whole range of platforms (including easy installs for Windows, Mac OS 7-9, Mac OS X etc). Its a really nice piece of software, but in making it they implemented the requests for RSS feeds wrong.
Instead of letting the users of Amphetadesk include themselves in the User Agent (which IMHO would be the right way to do it), they ask their users to include a URL that is sent with the request as a referer! Which, IMNSHO is wrong!
If you feel like fixing the problem, I have a quick fix for you. Hopefully they will fix it in future versions after the 0.93 which is the current version of Amphetadesk when writing this.
[Update: It has been fixed in the CVS repository for the AmphetaDesk project, and the issue will be fixed in future versions. But at the moment there are no way of easily personalizing the Agent string without the fix I suggest here.]
[Update 6th of June 2003: I have changed the fix a little, it appears you have to remove one more line of code to get rid of the referer in Amphetadesk. Please also be aware that this fix is spesific to AmphetaDesk v. 0.93.1]