How would I unit test a method that gets data from an RSS feed?
Separate the concerns of fetching the feed XML from parsing it by extracting a class (e.g. FeedReader) to do the reading. Your IFeedReader would be generically reusable and look something like:

public interface IFeedReader
{
    XElement Load(string url);
}


with implementation

public class FeedReader : IFeedReader
{
    public XElement Load(string url)
    {
        return XElement.Load(url);
    }
}


You then inject an IFeedReader through the constructor and use it to fetch the data in your method. This lets you use a Fake or a Mock of the IFeedReader, depending on your preference, to return appropriate results for your unit test.

consider reading up on: inversion of control (IoC) and dependency injection (DI), and mock object frameworks.