PHP can be compiled to include James Clark's expat routines, which implement an event-driven XML parser. There are some examples of how to use that in the code snippet library and I believe there also is a column here on phpbuilder showing how it's done.
I haven't taken that route. I wrote my RSS tool when I was using a Web hosting company that didn't support the XML parser, so I implemented mine through brute force: lots of regular expressions.
On the second question: I have some code here:
http://yelvington.com/annotate.php3
... that illustrates a very simple, file-based method for allowing users to post comments on Web pages.
I've written (or more accurately, I am writing) a full-fledged discussion system based on PHP and MySQL, which you can see here:
http://stonemountain.yi.org/
... but it is much more complicated than the annotation code.