Should I store it in an array or what?
Create a joke object and create an array full of joke objects.
A simple example for pulling rss feed data is the seismic xml example on the Apple developer samples site at: http://developer.apple.com/iphone/library/samplecode/SeismicXML/index.html
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You can use UITableViewDataSource to provide data to UITableView. You might want to take a look at Lecture 8 from Stanford CS193P , which I believe explains how to use TableViews on the iPhone (with code examples and explanations from Apple).
If you scrap your lecture notes, you may find the answer to your second question: how to get the data over the web, not RSS, but you can get this idea (Lecture 9?) - not sure if I'm not that far yet ..) ... The lectures are provided free of charge through iTunesU and are of excellent quality explaining how to create iPhone apps.
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