ADO.NET Data Services is required for a data feed export of SharePoint lists. SharePoint 2010 does not include this component in the SharePoint Prerequisite Installer program, so you must install it manually.
Without this prerequisite, you will get the following error when you attempt to use a SharePoint list that was exported as a data feed: "For security reasons DTD is prohibited in this XML document. To enable DTD processing set the ProhibitDtd property on XmlReaderSettings to false and pass the settings into XmlReader.Create method."
Use the following instructions to install ADO.NET Data Services on every SharePoint server for which you want to allow lists to be exported as data feeds.
Download and install ADO.NET Data Services
Go to the hardware and software requirements documentation for SharePoint 2010, Hardware and Software Requirements (SharePoint 2010)
In Access to applicable software, find the link for ADO.NET Data Services 3.5 that corresponds to the operating system you are using (either Windows Server 2008 SP2 or Windows Server 2008 R2).
Click the link and run the setup program that installs the service.