RSS feeds used to be very popular. They allowed you to "follow" the content of a site by getting pinged every time something was updated. In recent years though their use has declined and the little 
has become more and more rare.
Magento enables RSS feeds by default, but it's an easy feature to turn off if you're so inclined. Just log in to your Magento Admin Panel and navigate to System > Configuration > RSS Feeds > RSS Config and look for the "Enable RSS" option. Just set that to "Disable" and the orange box will be gone.
