Hmm, tested on Linux and don't have any problems...
pg24.tv/_rss/example.php
src.danaketh.com/repository/Rss/exa
...
Both are Linux servers and on both it works. I thought that I maybe have some problem with reading feed from different sites but tested with phpclasses.org RSS it works.
Maybe this is caused by the issue I made a note in source code - on some hostings is possible that file_get_contents() or fopen() or both can't read remote files. Also SimpleXML may not be present...
Will be nice if you'd be able to provide me with more informations about the server and it's PHP config so I can set up same config on my dev server and try how the class will (or will not) work.
I'll also put some time to make a better error catching inside the class.