SharePoint 2007 balanced with cisco F5 (eng)
After that you have created a site collection and you have created an Announcements list, if this list is configured to use RSS feed on IE8, you could have this error message:
" RssWebPart: Exception handed to HandleRuntimeException.HandleException System.Net.WebException: The underlying connection was closed: An unexpected error occurred on a receive.”
The reason seems to be connected with CISCO F5 Load Balancer that are blocking the correct functionality on RSS.