how can i create an Rss window for news in my form?
Rss is just an xml file so it is very easy to create it. If you want to use some library to make the process easier you can use RSS Toolkit.
You can read rss specification at RSS 2.0 Specification.
This article from MSDN I found really helpful with creating an RSS feed. Remember you don't have to do it this way, since RSS is really just an xml document. You could do it many way.
using WCF or at least the System.Servicemodel.Syndication namespace, there is the SyndicationFeed and Rss20FeedFormatter that are very usefull for this
edit
here is a good example, essentially the SyndicationFeed is a class that can be built up with SyndicationItems (which in turn have several properties to fill in), the Rss20FeedFormatter then formats that, in WCF you can return the Rss20FeedFromatter as though it is XML, I think the same is true if you use it in a asmx web servic etoo.
Take a look at these examples:
RSS 2.0 Framework
By Chris Richner
RSS 2.0 framework implements the RSS 2.0 specification in strongly typed classes. The framework enables you to create and consume valid RSS 2.0 feeds in your code in just a few minutes.
RSS Reader
By marschills
An easy to use RSS feed reader.
There are two libraries / frameworks that can help you.
you can have look at following tutorial series for how can make use of them
hope this helps