To answer the OP's question: Yes, you can listen to RR Feeds directly on your Internet radio.
There are multiple ways to do this. One is to use an application (like the one for the SqueezeBox... I don't recall its name) that makes this easy.
The OTHER way to do this is to directly access the URL associated with the RR feed from your Internet Radio. The problem with the direct access approach is (a) RR doesn't appreciate direct connections to URLs... I'm not sure if it's a Terms of Service violation or not, but I *do* know it's discouraged, (b) The URL isn't deliberately made public by RR so you have to find it yourself, (c) The URL can change over time.
Peter
K1PGV