Have you tried a different feed?? just to test your setup in the Feeds manager is OK??
It'll be nice to see what Lynne came up with on her test site
I had a bit of a problem with one feed where it wanted to add pictures too, i had loads of html coding added, in the end i had to delete that particular feed.
Just in case, is there a similar feed you could use??
It'll be great to know the outcome of this problem, theres a few members that have just started experimenting with feeds and this should also help them.
Good luck