I had the same problem.
The first problem (not seeing the dialog clearly) is caused by a CSS (stylesheet) file not being loaded, I think due to a library path being incorrectly defined.
IIRC, it was /wp-content/plugins/embed-rss/lib/jquery-ui/cets-jquery-ui.css , but I can’t remember how I fixed it, sorry.
Looking at the files in the plugin, it looks like I might have reinstalled it. Make sure you have the most recent version.
Hope this helps.