RSS Feed – Exclude Some Categories

I have a couple of categories of posts that I want to exclude from my RSS feed.

How can I do this without hacking the code?

I can’t see how to do this via a plugin, as I don’t know how to set a filter that only applies when RSS loops through the posts, but is not active when WP is diplaying posts on the site.

Anybody got a quick solution for me? Point me in the right direction, and I will be able to finish off the plugin – provided there is a suitable RSS-specific hook that I can’t see at the moment.

Thanks
Jeff