Sometimes it takes a bit to show. Mine took almost 24 hours and I use feedburner also. Give it some time and if it does not work resubmit to feed burner and try again.
I'm using a feedburner feed with no problem. Is feedburner retrieving your feed OK? And possibly dumb question, are you sure there isn't a typo in the feed URL you entered in your profile?
Oh wow...I had this same problem for a long while. No one can really seem to fix this problem. You get lucky sometimes and it just clicks. What blog platform? I used to have Blogger and mine never worked then. My last post would show, but it always linked to some random DP thread I had posted on.