There are instructions for Google feedburner on how to redirect your WordPress feeds to you feedburner feeds. But it’s not working on feed links which are using permalinks. There must be available way too out there. And this is my mine (.htaccess).

# BEGIN WordPress

<IfModule mod_rewrite.c>

RewriteEngine On

RewriteBase /

RewriteCond %{HTTP_USER_AGENT} !^.*(FeedBurner) [NC]

RewriteRule ^feed/$ http://feeds.feedburner.com/mysitenamecom [L,R=302]

RewriteCond %{REQUEST_FILENAME} !-f

RewriteCond %{REQUEST_FILENAME} !-d

RewriteRule . /index.php [L]

</IfModule>

# END WordPress