A QUESTION FOR BLOGGING PROS.....

I've noticed on some Blogs there is a section that shows all the other Blogs you have subscribed to and it shows the newest post from those Blogs. How do you do that? It takes me forever to find all the Blogs I want to visit each day, especially when there is a new post. Right now, I never know when you have posted something new unless I actually go to the Blog. HELP, Pleeeeeeeeeeeeeeeeeeeeeeeese! And thank you! Kit