i’m looking to do exactly the same thing (display an RSS feed from my WP blog on a non-WP page).
as far as i can see, the best way to do this is to use a server-side script. MagpieRSS looks to be the best option.
more info: http://www.elixirsystems.com/seo_tips/rss_feeds_website_consuming.php
and: http://magpierss.sourceforge.net/
much easier than trying to figure it all out myself!
