I did try to use Willr answer to topic Simple Pie with Silverstripe, however I don't know how to get the RSS Feeds in my template.

I did following: mysite/code/RSSPage.php (Note: I did experiment also with the latest SimplePie - same result hovewer on simplepie.inc)

<?php

class RSSPage extends Page { 
	static $description= "Pagina feed RSS";
}

class RSSPage_Controller extends Page_Controller {

  function My_Feeds($url) {
    // require_once("../framework/thirdparty/simplepie/simplepie.inc");
	require_once("../framework/thirdparty/simplepie2/autoloader.php");
    $this->feed = new SimplePie($url, "../silverstripe-cache/");

	$this->feed->init();
	$this->feed->handle_content_type();

    $items = new DataObjectSet();

    if($this->feed->get_items()) {
      foreach ($this->feed->get_items() as $item) {
        $items->push(new ArrayData($item));
      }
    }
    return $items;
  }

}

This does not display the feed:
excerpt from templates/RSSPage.ss

<ul>
 <% loop My_Feeds %>
		<li>$My_Feeds - $Title</li>
<% end_loop %>
</ul>

My question: how can I access the DataObjectSet from a .ss file?

Finaly, I did it!

So, first is first -> the above code is deprecated for SS3.0. You find this out if you activate development mode. Put following code in _config.php (mysite folder)

Director::set_environment_type("dev");

Now, call the RSSPage -> lots of deprecated things.
The debugging documentation helped me a lot.

Now the results:
RSSPage.ss

<ul>
<ul>
	<% loop My_Feeds("http://php.net/feed.atom") %>
		<li>$Date <a href="$Link">$Title</a></li>	
	<% end_loop %>
</ul>

RSSPage.php

...
class RSSPage_Controller extends Page_Controller {

function My_Feeds($url) {
    // require_once("../framework/thirdparty/simplepie/simplepie.inc");
	require_once("../framework/thirdparty/simplepie2/autoloader.php");
    $this->feed = new SimplePie();
	$this->feed->set_feed_url($url);
	$this->feed->set_cache_location("../silverstripe-cache/");

	$this->feed->init();
	$this->feed->handle_content_type();

    $items = new ArrayList();

    if($this->feed->get_items()) {
      foreach ($this->feed->get_items() as $item) {
        $items->push(new ArrayData(array(
        'Link' => $item->get_permalink(),
		'Title' => $item->get_title(),
		'Date' => $item->get_date('j F Y | g:i a'),
        'Description' => $item->get_description()
		)));

      }

    }
    return $items;
  }  


}
...

QED -> have fun!

Thank you dinResita!
A very helpful post