All you need to do is put this tag just above </head> in your template. Actually it can go just about anyplace in the <head> section but I like to drop them in just above the closeing tag.
<link rel="alternate" type="application/rss+xml" title="Feed Titel" href="
http://www.domain.com/url-for-your-feed."/>
Your built in readers in FF and IE will pick up that alternate link tag.