How to add html of webpage displaying an RSS feed?

Despite to what you may think, your post contains no useful info to troubleshoot the problem. I don't see any RSS-related stuff on your sample page. Post the link you are trying to save, post the non-functioning result. On the sample page, point out what's the problem.

That second link has little to do with RSS. I guess what you are really asking is that when you paste that HTML into FCK editor, links disappear. I just pasted the content from your second link into the demo editor on this site and it worked just fine - I can see the links in the posted text. Disable the editor and submit the same text just using textarea. I think you will see the same behavior.

Ok, I will be more specific. The page pointed to by the second link is produced from RSS, but is HTML and, as such, has nothing to do with RSS formatting (as opposed to pasting RSS content and having a plug-in of sorts produce HTML). Your problem, described without any RSS noise, is that when you paste HTML with links into an instance of FCK editor, you lose those links.

What I'm saying is that I can paste this HTML into the demo editor and it works fine, which means your server side code does something with those link when you submit the text. What I suggested was to disable the editor and submit the same HTML through a textarea. If you get the same behavior, then it's your server-side code.