To do this, you need
1. The URL of the RSS feed of your blog (or any blog which you want to publish on your Facebook Wall).
2. A Facebook account.
3. Any service which allows you to post RSS Feed updates directly to Facebook.
In this tutorial, I will use the RSS Graffiti Facebook application.
Just log in to your Facebook account and visit this URL: http://apps.facebook.com/rssgraffiti/
Allow the RSS Graffiti application to access your profile to pull all the information it needs and grant it all of the permissions by clicking on the "Click Here to Grant Required Permissions" button.
You should grant it the following permissions: constant authorization, publishing, wall posting and access your data and profile by clicking on the Allow Button.

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After all the permissions have been granted, you can see the pages you can add the RSS feeds to: your profile's Facebook wall and the Fan Pages created by your Profile.
Select where you want to publish your blog updates in the left section and click on the Add Feed Button. Then, enter the URL of the RSS Feed you want to publish. Give the feed a name and select the style of the updates.

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Also select the messaging and the scheduling options to determine how frequently the Feeds should be checked. If you don't understand any option, just leave it with the default value.
After you are done, just click the Save button on the top. Your feeds should now automatically be published to your Facebook Wall.
If you have a bit.ly account and an API key, you can also enter those into the app to track all the URLs that are posted on your Wall by the feed.
If you want to remove the feed, go to the RSS Graffiti application and click on the Delete button.
If you want to withdraw all permissions from RSS Graffiti, go to Account > Application Settings and click on the Cross next to the RSS Graffiti app to remove it from your profile.