Here is a small and easy use RSS web server, just choose your media directory, and visit the URL it prompted, every thing is as simple as a cake.
Try it, you will like it :)
Note: You must have .NET framework to run it.
How to use
1. Run, and if Windows firewall asked you, choose yes to allow web access.
2. Click "Browse" button to choose your media dir.
3. Visit the address that prompted in the Server Window via PSP web browser
4. You will see all RSS files in the page shown.
5. Click and add the RSS channel.
6. Play the music in the RSS channels
Here is an introduction with pictures (in Chinese)