Is there any RSS reader software for Windows or even some online service like Google Reader, that will periodically check feeds and notify me through e-mail when some keywords are found?
You can use Yahoo! Pipes to filter RSS feeds by keyword.
You can then use the output of the pipe with FeedMyInbox which provides 5 free feeds via email.
If you have more than 5 feeds then you can use Pipes to combine them into 1 feed as well as filtering.
Script Summary: Filters duplicated entries and unwanted content or highlight chosen content based on keywords (with regex support).