Up until now it wasn't really possible to this with a plugin nicely. WordPress 2.2 has added an API hook that although not relevant to the Dashboard it is in the right place!
So I've created a simple plugin, which you can download here, that removes the RSS feeds. Please note it requires WordPress 2.2.
It works great for me.
Many new downloads of Wordpress have a dashboard problem. This plugin helps greatly because it removes feeds and makes the dashboard accessible. Congratulations, this is the best plugin.2: Comment Link