Only thing I can think of is createing a Page with the title ‘RSS’, give it a slug labeles something like ‘rss-feed’ (don’t name it ‘feed’ though like you did before :) and provide a link to your feed. I’m afraid that’s the only thing I can think of.
fadetogrey, interesting idea. I think Mike is correct that it is not currently possible. Most people will be looking for a feed link in your sidebar, and actually putting it as a Page Label may be a poor user experience as it would not meet a person’s expectations (the result would alse be dependent on the browser they use).