Okay so I looked up the manual for the Digital Rebel. The depth of field preview button is just below the lens release button. You have to be in a "creative zone" mode (program, aperture priority, shutter priority, manual, etc) to use it. Push the button and the lens will stop down to the selected aperture to show you what the depth of field will look like.

Btw, the macro idiot mode tends to prefer as wide an aperture as possible so you get that nice out-of-focus background look to it. So generally it'll produce nice results but with a little tweaking you can produce more precise results.