A well designed setUp() method should only perform the minimum setup required by all tests in the test suite and lets the unit tests themselves setup any specific actions. It's hard to see this when you only have 1 test but if you had 2 tests the 2nd test might not need to pull the RSS feed so doing the rss mock inside the setUp() method would be unnecessary for the 2nd test.

A good example of a setUp() method is for example the config unit tests where all configuration files require a config directory so the setUp() method sets up a test config directory but that's all it does and leaves it up to the individual tests to setup more specific requirements.