Update – I used to recommend using the Notes feature to pull in your RSS Feed from your blog, but now I recommend the Networked Blogs application. Take a look at my tutorial here: RSS Feed into Your Fan Page Using Networked Blogs
If you are looking to Import any RSS Feed into your Fan Page, take a look at the RSS Graffiti application – I have a tutorial here: RSS Feed into Your Fan Page Using RSS Graffiti
Here’s a nice little Facebook tutorial on how you can import your Blog RSS feed directly into your Facebook Wall. Whenever you have a new Blog post, it will automatically appear on your wall and on the walls of your Fans. So handy. You do this through the Notes feature in Facebook. You can either import your RSS feed into your Fan Page or your User account and I cover both ways in this tutorial. Post a comment if you have trouble, I had some issues also.
I also have a related post where you can add your RSS Feed into the sidebar area of your Wall. Take a look here: RSS Feed on your Facebook Fan page