So, the problem here is that the rss-feed is on another server, and that you cannot add a crossdomain.xml to that other server's root directory, right? So, is there some way we could move that feed to your own server, still having it dynamic? Yes there is!
What I ended up doing was making a script in PHP that loads the other site's feed, and then just print it, as such:
<?php
$filename = 'http://www.path.to/the/rss/feed.xml';
$handle = fopen($filename, 'r');
$contents = stream_get_contents($handle);
fclose($handle);
echo $contents;
?>
And then in the Flex application, I just load that PHP-page instead (located on the same domain):
<mx:HTTPService url="http://www.myowndomain.com/thePhpFile.php" resultformat="object">
Very ugly, yes, but it works. Make sure you reload the page "for real" (either clear browser data or use ctrl + F5) when visiting the page again.
If this really is the way to go, then preferably the php-file should also cache the data fetched from the other server.
NOTE that you still need the crossdomain.xml, but on YOUR server.
<?xml version="1.0"?>
<!DOCTYPE cross-domain-policy SYSTEM "http://www.macromedia.com/xml/dtds/cross-domain-policy.dtd">
<cross-domain-policy>
<allow-access-from domain="*" />
</cross-domain-policy>
I hope this has helped you.