[jQuery] Simple RSS Headlines

Working on my company site:
<a href="http://beta-www.marketo.com">http://beta-www.marketo.com</a>
I am trying to include the last 3 headers from the blog.
Is there a jQuery plugin to pull from an RSS feed and turn them into headers?
How is this done? I am an RSS newbie, I am embarrassed to say.
Thanks for any help.
Glen