By default IE7 and Firefox 2 use their own style to display RSS feeds in a user friendly (i.e. no raw XML) format. Unfortunately, the default style overrides any style sheet that may have been applied to the feed.
FeedBurner has overcome that browser deficiency (FeedBurner is awesome). I haven’t had a chance to look at what they’ve done to override the browser default RSS style, but I’ll have to take a look soon and update my post titled “Do you want control over the way your feed appears in the browser?”