Visual Basic Express would be ideal for this! Best of all its completely free!
Visual Studio Express: Visual Basic - Easy to Use
Theres a load of tutorials for it as well, you can download from MSDN and around the net.
Theres a tutorial at:
Coding4Fun : A Simple RSS Feed
And another one here:
Coding4Fun : Aggregating Syndicated Content
These are to display RSS Feeds on a web page, but VB.net is so closely tied in to the net, its pretty much exactly the same to display the info on the desktop instead.
VB.net even compiles the program and creates the installer for you, so someone just has to click on the setup file to install it, as with an other Windows Application.
Quite easy to program in (in my opinion

), and is ideal for creating applications like this.
I did a similar thing last year, writing an application that ran on the desktop and hooked into my adwords account, displaying the spend in near real time, linked to real time sales figures for each advert, so I could see exactly how each ad was performing. It also logged the data so I could spot trends and patterns.
Made it much easier to track my campaigns, and allowed me to get much better conversions!
I could also create one for you at a reasonable cost, if you let me know exactly what you want.