FLV RSS feed desktop widget

hey all,
Im trying to find a tutorial or something on creating a desktop widget that plays flvs from an RSS feed…What i am finding is that RSS feeds are just using XML to parse the info from a site…the site that already has the rss feed is only going to parse a link to a widget that i would create not the actual video…so my assumption is that I would need to make an XML and folder of flvs in order to update the widget siince the already existiing RSS feed is only send out links…does that sound correct? Any help or direction is very appreciated…