I did exactly that here:
http://www.therealmonline.org/my-thoughts/
I created a page, and then placed the shortcode from the settings area in it. To get the format I have, I used the following parameters:
[jp-rss-feed opennewwindow=false url=http://www.therealmonline.org/category/my-thoughts/feed/ dateshow=true dateposition=”after” dateformat=”l, F j, Y”]
If you go into Settings->JP’s Get RSS Feed and pick Parameters, there’s an example shortcode under the list of parameters. You can change the settings as needed. That page also gives you a JavaScript option if you want to include your feed in a template.
Keep in mind that I have some custom CSS on my particular feed. You’ll need to play around with that to get the exact look you want.
PS – the opennewwindow=false parameter doesn’t seem to be working… all my links are still opening in a new window… I’ve posted about it here, and am currently trying to find out how to fix it while I wait for a response.