Feed Burner does not offer media download statistics. FeedBurner provides feed statistics. The difference being that FeedBurner's statistics of your media are only when the download is from the feed (subscriptions only), not from your web site direct downlaods or web page plays.
Media Statistics (Free or Premium) provided by Blubrry (Also available directly from RawVoice without branding) provide you statistics for both your feed downloads (through subscriptions) as well as web page downloads and in-webpage plays. You can get free statistics from Blubrry.com, which is limited by how much information is reported. If you're looking for a general picture of your downloads, the free edition is perfect. If you need to know every country or client application that is downloading your media, then the paid Premium Blubrry stats may be ideal for you.