1.) Log in to your WordPress site
2.) Click the PowerPress link in the lefthand sidebar
3.) At the bottom of the next page, you'll see an Advanced menu, check the box next to Custom Podcast Channels in that menu and click the Save Changes button at the bottom of the page
4.) Look at the lefthand sidebar again, underneath the PowerPress header, you should see it a link for Podcast Channels, click it
5.) In the right column of the next page, look for Podcast (default channel) and click the Edit link that appears underneath
6.) Copy/paste your FeedBurner feed URL into the FeedBurner Feed URL field and click the Save Changes button