I just checked my settings and I'm not using FeedBurner, but my podcasts still go into the main feed thanks to embedding in the post itself.
Also, be sure that on the iTunes settings it's set to update iTunes when you publish a new episode. If you change your artwork (as I did) do a test ping. It typically takes iTunes a number of hours (to a day) to pick up on it, so it's definitely not instant on their part.
Not sure how you have the feeds themselves set up, but on the feeds tab I have it set to enhance all feeds.
I found out the fun way that WishList Member was killing my feed into iTunes. Be sure you don't have a plugin conflict either.
- Robert Dempsey