If you use something like MonkeyChow, there is a little link you click on under Add Feeds that will change the Live Bookmarks setting in Firefox to point to MonkeyChow. So after that, when you click on the little orange icon, you're asked by Firefox if you want to add it to that reader. More info here...
http://www.shokk.com/blog/articles/2006/10/28/firefox-2-0-joins-forces-w...

Be warned that Google Toolbar interferes with this feature of Firefox!