Download this plugin:
http://www.redalt.com/External/plugins.php?p=front-page-cats
First you have to edit the $cats_to_show varariable in the plugin file to list the categories to display. Next, look for this bit (you'll find it in two places):
$wp_query->is_home
Change it to
$wp_query->is_feed
Upload the plugin file; activate it; the end. Oh, you may want to rename the plugin, so you don't get confused by it a few months from now (look for the Plugin Name: line -- perhaps you can call it "Feed Categories").