Move rss.py on /usr/share/alan2/alan/extension/rss.py and edit your /etc/alan/alan.conf like this:
structure = ItemPool:launcher LauncherPool:launcher - xdgmenu places client-list-menu - Pipe:exaile Pipe:rss - appearance - Menu:help - logout
rss_label = RSS
rss_icon = mail-mark-junk
[extension:rss]
rssfeed = 'feed1','feed2','feed3'
after all, run
sudo apt-get install python-feedparser
alan-config -e rss
openbox --reconfigure
enjoy.