Just figured out a way to duct-tape a solution here.
In a nutshell, you need to establish your name and password to the feed in your keychain, then subscribe to that feed in Mail. Mail will access your keychain to automatically authenticate you.
Here's a rough step-by-step.
1. Open Keychain Access (in your Utilities folder).
2. Click the "+" button at the bottom of the right window pane. A sheet will drop down.
3. Enter the full URL of the secure RSS feed into the "Keychain Item Name" field. I just copied it from the originating web page and pasted it here.
4. Enter your user name for the account protecting the RSS feed into the "Account Name" field.
5. Enter your password for the account protecting the RSS feed into the "Password" field.
6. Click "Add".
7. Quit Keychain Access.
8. In Mail, select "Add RSS Feeds..." under the File menu.
9. Select the "Specify a custom feed URL" radio button.
10. Enter the same full URL of the secure RSS feed that you added in the "Keychain Item Name" field of Keychain Access.
11. Click "Add".
Mail should ask you to authorize its access to the keychain item you created, and then it will load the RSS feed itself and start checking it regularly. It worked for me, anyway, and I hope it works for you, too.
