Feedburner is a service which can provide significant enhancements to your RSS feed, providing you with improved statistics about who is reading your feed as well as making it easier for you to enable your blog’s feed to be compatible with iTunes for podcasting and videoblogging.
Feedburner has provided a Plugin called FeedBurner FeedSmith to redirect your default RSS feed to your new FeedBurner feed, allowing you to track all your RSS subscribers.
Download the plugin and learn how to install it from the Feedburner Quick Start for WordPress page:
http://www.feedburner.com/fb/a/help/wordpress_quickstart
You will upload the FeedBurner FeedSmith plugin file using an FTP client to your Plugins directory at:
httpdocs/wordpress/wp-content/plugins/