Actually DreamHost “supports” RSS feeds from other sites just fine - I use them all the time.
What DH does not “support” is grabbing RSS feeds, or other content, via url_fopen in PHP, and that is a good thing for all of us on shared servers as it is a necessary and reasonable security precaution.
You didn’t specify what wiki article you were pointed to, but Lighbulbone may be “spot on” if your code is trying to use url_fopen to grab the feed.
At any rate, if you search these forums for RSS feed related threads, you will see there are many ways to use RSS feeds in your sites on DreamHost. (Though Flash can present special challenges)