A quick Google search confirmed your suspicion … this is likely an XML parsing error. Furthermore, some discussion on the forums suggests it’s caused by script insertion after a closing </rss> tag.
If it is an inserted script, this is likely the result of a hack or an attack on your site or host.
Another possibility is a PHP error in the RSS-generation script. PHP would return the error in-line, and the error message, being non-XML, would be read as “junk” by the XML parser. This could also be the result of a feed your site is trying to read (i.e. on the admin dashboard), not necessarily a feed you’re generating.