Now I am using custom permalinks in WordPress for my posts and pages but when I try to set an RSS feed for each individual post or page the RSS feed dosen't display the feed it only displays the current web page. It seems that the home page feed is the only one that works which doesn't use custom permalinks. Here is the code to display a feed for an individual post or page below.
<a href="<?php bloginfo('url'); ?>?feed=rss&p=<?php the_ID(); ?>" target="_blank">RSS 2.0</a>
Are you positive that the code you put is correct? When you visit the page it creates, do you actually see an RSS feed with only a single post on it?
If it doesn't, then it probably a capability of Wordpress because Wordpress really only creates RSS files for the Home Feed, and category/tag feeds, because those actually update on a regular basis. I wouldn't be suprised if it didn't natively come with that feature.
When I go to http://site.com/wp-feed.php?p=191, I get the Comments feed for the individual post. In which case, the correct URL is http://site.com/wp-feed?p=191, which you will find redirects to http://site.com/permalink-structure/feed/.
What exactly are you trying to do? Offer an RSS entry for a single post so another site can just grab a single post?