When you request the feed in IE, your browser is most likely sending along an 'Accept-Languages' header that says you would like to see the 'cs' language. So we return all entries that are that language. When you write code to get that feed, you are not sending the accept-language header, so we do our default filtering down to only english content... and you see nothing.
If you want to get the same results either way, request this feed: http://channel9.msdn.com/Tags/cz/RSS?lang=cs
Confusing? Yes... I'll try to post back later and explain more, but this should unblock you as to why your code didn't seem to be working.
@Duncanma: It is tricky Thank you for your help.