I want to setup a RSS feed on SharePoint 2010 and connect it to say, CNN.But I need the content of the RSS feed to be archived in someway so it can be searched. Ideally it would go to a library or list.

I don't see a way to connect the RSS web part to a list or library. Alternatively I thought about setting up an alert on the RSS feed page and having it go to a mailbox which we also insert into the page as a web part, however; it appears the RSS page alert doesn't actually work. No alert is triggered on the RSS page even though the content has changed, and I suspect that is because nothing has changed in the database.