Jenny and Dan over at NewsGator's Technical Blog have a helpful post that explains how to get an RSS feed from a widget.  In other words, suppose you'd like your widget to contain both regular RSS feeds and search content.  For example, you want to create a ski diving widget, but you can only find a few resources that post regular content.  You can create a search widget that will look for all articles related to "sky diving," then use a particular code they explain to create a feed from it.  You can then use this feed along with other feed URLs specified in the "Your Content" tab for your ski diving widget.

They explain, very clearly, how to do that here.