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bill - 1:13 am on Jan 6, 2008 (gmt 0)
I haven't done a Blogger to WP transition, so I'm not sure about the issues you're facing here. You may have luck searching the WP forums for issues with this plug-in you mentioned.
FeedBurner will work with a number of feed formats and output its own feed, but using your feed as a source. It sounds like you simply haven't given FeedBurner the correct address to the output feed.