Fubrite, the "alpha" version is no longer alpha, it is the most stable version.
The Dilbert problem is simple; RSS feeds are now separate from web pages. Delete the entry you have for Dilbert, then go to the Web Pages tab, and do a "File - Subscribe" and add the new Dilbert entry.
Something similar goes for the Google News page, although that is hitting a different bug in the app due to the page having empty HREFs. That bugfix will be in the next update in a day or two (hopefully by that point I'll also have auto-updating in place).
The exceptions you are getting are weird. HTMLDOC output works fine for me. The app does check the path to htmldoc.exe and should report an error rather than throwing an exception if you haven't configured it right. But I would suggest checking the HTMLDoc path setting in your options anyway to make sure it is right.