Whn I click on the zenphoto.org rss feed links, at the top of the page I see a yellow box saying...

• Zenphoto - The simpler media website CMS - (Latest news)
  You are viewing a feed that contains frequently updated content. When you subscribe to a feed, it is added to the Common Feed List. Updated information from the feed is automatically downloaded to your computer and can be viewed in Internet Explorer and other programs. Learn more about feeds.

Subscribe to this feed

http://www.zenphoto.org/index.php?rss-news&category=user-guide

but on my website, I do not get that box to subscribe to RSS feed..

http://www.frankdamato.com/pics/index.php?rss&lang=en_US

What am i missing?

I am not sure what "box" you mean. The text you refer to is not from us but probably of the tool you use to view rss with. I have never seen that.

In any case both rss links are not current:
http://www.zenphoto.org/index.php?rss=news&withimages (Note the "=").

This has been announced on the 1.4.3 release post:
http://www.zenphoto.org/news/legacy-rss-redirections-to-be-removed-in-zenphoto-1.4.3-update
and some time prior to it:
http://www.zenphoto.org/news/legacy-rss-redirections-to-be-removed-in-zenphoto-1.4.3-update

PS: Your feed linked above seems to work fine for me.

My Mistake. The reason I did not see the "Subscribe Box" was because I was already subscribed. Once i unsubscribed to my RSS feed I was able to see the box I was referring to using IE9

http://www.flickr.com/photos/fdnyfish/8035800393/in/photostream