If you get this message when you click on your rss link and you are using wordpress you should check your .htaccess file. A default plug in or an old version might have modified this page and you will get stuck with a broken link. After Feedburner was bought by Google they’ve change the old URL of you feed and you have to register for a new one.
After you get your new feed url you should use the plug in FeedBurner FeedSmith to convert all the feeds from your site to a feed burner link.