What's this I hear you ask? It's the little orange icon that appears in the address bar (Firefox) or elswehere on the toolbar (IE):
Clicking on this will allow you to subscribe to various news feeds in things like Google Reader. To help here's some links:
An RSS feed means that you don't have to visit the forum to read the latest posts. You do if you want to write a post but RSS feeds are really great for keeping on top of things.
