Even though Firefox has it's own RSS feed reader, you might use Google Reader, Bloglines, My Yahoo or a feed reader application to view your RSS feeds. If so, you can adjust the settings to where clicking on a web feed will subscribe to the feed using your RSS feed reader instead of Firefox's.
1. Click
Tools.
2. Select
Options.
3. Click
Feeds.
4. Select the
Subscribe to the feed using radio button.
5. Select your feed reader from the list. If you are using an feed reader application, click the
Choose Application button and browse to the program.
6. Click OK.
Source:
Firefox 2 - Change the Feed Reader - Tech-Recipes.com