Here is a quick guide which you can learn to set up your FeedBurner quickly.
1. Go to FeedBurner.com. Use your Gmail account to access FeedBurner.
2. Enter your website URL.
3. Choose your feed source.Click "Next" button.
4. Enter your 'Feed Title' and 'Feed Address'
5. Click 'Next' button
6. Tick the boxes at your preference and click "Next" button.
7. You are done creating your FeedBurner. You can find your FeedBurner link from the RSS icon (RSS Feed Link)
8. Copy the FeedBurner link and paste it on your website accordingly.