Just a quick heads up. Seems like there's a security issue with the existing/old FeedBurner FeedSmith plugin to allow you to redirect your feeds through to FeedBurner. If you use this then I recommend you go and grab the newest version, 2.3. I'm only mentioning this as I've not seen it mentioned elsewhere and only caught site of it when checking my stats today.
Do you know if this works if you haven't upgraded yet (no I didn't check the link yet
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Yes it does as Dave's added it to his blog and he's still updating plugins before he upgrades WP.
I think it just closes a security hole.