Aren't Microsoft lovely? Not content with giving you the facility to subscribe to a news feed, they pre-set your subscription to one their own services! Much like pre-setting your home page to theirs, and defaulting your search engine to Bing. (I guess the end result is that they can boast about their number of "users".)
You need to find an option to "unsubscribe from this feed."
However, this option is shared with Internet Explorer, so you need to start that up. The feeds are (of course!) found by clicking on the "Favourites" star, then swapping to the Feeds tab.
I really do recommend that you swap to Firefox and Thunderbird, where you can be entirely in control, but these MS annoyances can be tamed.