RSS Feed from another blog in sidebar

I have a site with a couple of sub-blogs on it, residing on sub-domains, each with its own RSS feed. What I’d like to do is get the actual output from the RSS feed of one of the sub-blogs to display in the sidebar of my main one.

What would be the code to get this done? Or ideally, if a plugin exists to do this, does anyone know where I can download it?