There are a few steps to take when utilizing feedburner for joomla sites. Here's how I handle it.

Go to Feedburner.com and open up an account.

You will have no feeds entered yet, and Feedburner will let you know this. So we have to find our feed url.

Go back to your site. If you have a blog component installed it's easy to find your RSS link. Mine is http://www.drillerweb.com/index.php?option=com_myblog&Itemid=79&task=rss. If you don't you'll have to publish the syndicate module that comes with Joomla. Then click on one of the buttons (preferably Atom 1.0 or RSS 2.0). This will open a page with your feed.

The url in the browser is what you want to copy and paste into the Feedburner form.

You should see a congratulations page. If you waited too long, you may have to sign in to claim your feed. Just follow the prompts. They are really good at leading you to victory!

I hope this brief tutorial helps guide you into the world of feeds. There is much more to learn, but it's a start. Feeds are a great way to get the word out on your site.