RSS (Really Simple Syndication) Feeds allow your readers to feed your blog posts to a reader like Google Reader. With a simple plugin you can enable RSS feeds on your WordPress blog with Feedburner FeedSmith.
Feedburner.com explains this process:
For the best results using FeedBurner with your self-hosted WordPress site, we recommend the FeedBurner FeedSmith plugin (originally authored by the awesome Steve Smith). The plugin will detect all ways to access your feed (e.g. http://www.yoursite.com/feed/ or http://www.yoursite.com/wp-rss2.php, etc.), and redirect them to your FeedBurner feed so you can track every possible subscriber. It will forward for your main posts feed, and optionally your main comments feed as well.
If you have any tips or trick that have worked for you tell me about them in the comments.