Another thing I have just noticed is that you can auto add feeds to your favorites if you click on the feed button in the tool bar. To be able to add the feed into your favorites straight away you can go to the IE 7 options, select the content tab and then select "Feeds" from the "Feeds Auto Discovery" content pane. This brings up the following dialog box:
My Opinion however is that this dialog is a little bit thin on the ground. It doesn't really provide much, other than a partial solution for my suggestion in "this post
I would still really love to be able to have options that I can choose from on a per feed basis as IE7 finds them. Not just "view" or "auto add to favorites".