RSS feeds with audio

I have come to know that it is possible to send audio and video in a RSS feed. If this is possible then how do I set it up? I think the size of the clips are important. Do you have any idea on this?

When you say send, I think you mean send a href through them. You wouldn't actually send the file, you'd just send the URL to the file, and perhaps the code to embed the file with HTML.