The most common type of RSS feeds is textual. But there are also feeds with regular attachments like photo, video or audio attachments. Some RSS feed readers automatically download those attachments if the feed has been added to that reader while others do not do it or do not provide a comfortable option to download and manage those attachments.
Automatic Feed Downloader is a very simplistic but fully working alternative to download attachments from as many feeds as desired. It works by adding feeds to the program and selecting a download folder on the local hard drive. All attachments are by default sorted into subdirectories named after the feed to make it easier to link attachments to feeds.

The application will start downloading attachments of the feeds as soon as they have been added. It will keep track of the attachments that have been already downloaded to avoid downloading duplicates. The software needs to be executed manually as there is no option to schedule regular feed downloads from within the interface.
One option is to add the RSS Feed attachment downloader to the Windows Task Scheduler so that it is started regularly to download new attachments that have been posted. Automatic Feed Downloader is a portable software program for the Windows operating system. It can be downloaded from the developer’s website.
Update: The Automatic Feed Downloader software has not been updated ever since its first release. The program seems to be one of a kind though, and still works considerably well. It is however likely that its author has put it on hold for the time being, with no indication whether it will be updated again at a later point in time.
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Wow I´ve been looking for this all long… but it gives me an error everytime I try to add a feed :(
Update: It seems it works in podcasts / mp3 files only.