This tutorial shows you how to delete an RSS Page, not an RSS Feed. You can delete an RSS Page just like you delete a custom page.
To delete your RSS page, do the following.
Login to your admin.
Click Website Content.
Under the Edit Custom Pages drop down, select your RSS Page from the list.
Click Edit.
Click on Delete Page.
This will delete the RSS Page from your menu, not your RSS Feed. You can delete an RSS Feed by doing the following:
Login to your admin.
Click Website Content.
Click on My RSS Feeds.
Click to View/Manage RSS Feeds
Check the boxes for the desired RSS Feeds to be deleted.
Select the Delete action from the action drop down.
Click on Perform Action.