Okay, I find the solution by myself. Maybe interesting for people how have the same construction:
http://pics.domain.com
You have to change this 3 snippings:
$rssthumbnaildir = $cfgrow['siteurl']."thumbnails/thumb_";
$rsspicdir = $cfgrow['siteurl']."images/";
<link>".$cfgrow['siteurl']."index.php?showimage=$id</link>
TO
$rssthumbnaildir = $cfgrow['siteurl']."/thumbnails/thumb_";
$rsspicdir = $cfgrow['siteurl']."/images/";
<link>".$cfgrow['siteurl']."/index.php?showimage=$id</link>