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What do you mean exactly by the 'search for feeds' feature?
The feed auto-detection while browsing the web? Or the
Subscription Wizard?

For blogs.msdn.com it should detect now (fixed at CVS) the
relative url (a recently fixed bug) provided by '<link rel="alternate" type="application/rss+xml" title="Front Page News (RSS 2.0)" href="/MainFeed.aspx"/>', while I
don't have problems with blogger.com blogs (referencing
absolute urls in <link rel=".../">).