Go to http://piefke.helma.at/rss/ and in the URL box enter www.cepr.org/aboutcepr/cepr.xml

you will then see the headlines from the feed displayed in a box. You can change the settings which control how the box looks (its width, the maximum number of items to display, color, and font face, whether the display includes just the headlines or the text as well). If you then click on Submit you will see the RSS feed with the formatting you chose. 

At the bottom of the screen is a box which contains the JavaScript code which will display the headlines on your own site. Copy the code from this box and paste it in to the page where you want it to appear on your website.