You are correct. In Theme Editor, you can add the RSS feed through the Scroller option. From there you will be presented with the GameEx areas and emulators so that you can tailor the feed to the screen (i.e. MameDev RSS feed for MAME Screens, Nintendo RSS feeds for Nintendo screens, GameEx RSS feed for Start screen, etc.). I believe that this feature is only available for themes > Version 1 so if the theme is a default theme, it may need to be up-converted to a newer version and saved as a separate theme. I think there is also a utility on the GameEx.com site that will also convert themes without having to load in Theme Editor, however, I have never used it.