Well, read up on cookies in the manual ([man]setcookie[/man])
But isn't there a really easy way around this (yes, I think there is):
Query the database tables yourself and create your own RSS Feed.
You know the database login right? Of course you do, you had to set up the forum. Use that to query each table for the info you want (title, first 75 characters of post, time, whatever). Then, just put together your own RSS feed....
I think that would take care of your "login" issues all together.