If you get the following error:
ProtocolError occured trying to complete the request. The server returned a status code of : Forbidden and the status description is : "Forbidden"
Problem: The machine account or app pool identity is trying to access the feed and cannot.
Solution:

• Enbable anonymous access to the RSS feed. This may or may not be allowed in your environment.
• If you are using Kerberos...(i.e. have already configured for delegation)
  • Go to Central Admin
  • Application Management
  • In Application Security, click Authentication Providers
  • change to Negotiate (Kerberos)

Ensure that your app pool identity is configured for delegation. Heres a good article, http://blogs.msdn.com/markarend/archive/2006/10/03/RSS-Viewer-web-part-and-authenticated-feeds.aspx

To prevent indexing of ASPX pages: Go to:

• site settings
• search visibility
• “Never index any ASPX pages on this site”

This must be done for every site and sub-site that you want to prevent indexing of custom pages.

One gotcha i resently rant into with the PDF filter. To search a document library you need to install the iFilter on the SQL server so that SQL Full Text search can pick it up. Happy indexing