prova a togliere l'echo uscendo da php e rientrando successivamente per il while.

codice:
.......

$query = mysql_query($sql,$connessione) || die(mysql_error());
?>

<?xml version="1.0"?>\n
<rss version="2.0">\n
  <channel>\n
    <title>PHYROSIA: Avvisi Bacheca </title>\n
    <link>http://www.phyrosia.com</link>\n
    <language>it</language>n

<?php

while($row = mysql_fetch_array($query)){
    $id_topic     = $row["ID_TOPIC"];
    $bach         = $row["BACH"];
    $user_topic    = $row["USER_TOPIC"];
    $msg_topic    = $row["MSG_TOPIC"];
    $data_topic = $row["DATA_TOPIC"];

.... etc....