There are number of reasons to use a feed burning service. It’s useful to have a unique feed URL despite you may have changed BSP multiple times.

But Wordpress’s default RSS URL is http://your_blog/feed, which is implemented by a template tag called bloginfo('rss2_url'). So instead of modify theme’s html directly in many places, we hack this function.

Open wp-includes/general-template.php, simply edit line #321:

case 'rss2_url':
    $output = 'http://feedproxy.google.com/initiative';

Since your feedburning service is likely provide RSS 2.0, just leave rss_url, atom_url and rdf_url alone.