if you were more specific, djabdou50, it would definitely be easier to provide you with a useful reply.
considering that, from the looks of things, this was your premier inquiry here at programmingtalk.com, my first reaction would not have been the same as Christian's-- at least not without asking a bit about the details of your problem:
my gut reaction is to ask you to please post the PHP code where the RSS is 'handled', and indicate specifically where any XML output is filtered through PHP functions.
depending on what you've got going on, maybe you just need to take advantage of your Server-side Scripting to
decode the HTML entities before it finally hits the User Agent? please be more specific next time.
i'm certainly no RSS expert, but i recommend you at least check out the php functions, htmlentities() and htmlspecialchars()