RSS subscribe buttons (that thing on the left) are an easy way to get people to sign up to your blog updates.
Some themes come with them already installed, but some don't - even though your blog does have an RSS feed.
So if your theme doesn't have an RSS button here's how to set one up.
First, subscribe to Feedburner - there's an article on that here. Once you've got that set up here are the next steps:
Sign into Feedburner and click on the feed for which you want to set up a button.
After clicking your feed you'll see this screen:
Click on the Publicise tab and choose 'chicklet chooser' from the menu on the left. You'll see this screen:
Choose the button you want to use by clicking the radio button next to it. The top two buttons are standard RSS buttons, the bottom ones enable readers to subscribe directly to their reader of choice.
If you want to offer this option you should select a range of buttons so as to cover as many RSS readers as possible.
For this reason I find it's easier (and looks a heck of a lot better) to choose one of the standard buttons and let your readers choose their RSS reader during the sign up process.
Once you've chosen your button scroll to the bottom of the page and copy the code:
If you're using Typepad or Blogger you can insert this as a widget by clicking whichever you use from the drop down menu. Click 'Go' and that will take you to your sign in page.
If you're using WordPress (self-hosted) paste the code into a text widget:
Here's a video on how to edit, add and manage widgets.
If you want to offer your subscribers the option to get their updates by email (which I recommend) you need to return to the top of the page and click Email Subscriptions:
You will see this screen:
Scroll down, copy the code and paste it into your text widget below the code for the RSS button.
Save your changes and you're all done.