Can also be done via .htaccess (place before WordPress rewrite rules):
<IfModule mod_rewrite.c>
RewriteEngine on
RewriteCond %{REQUEST_URI} ^/?(feed.*|comments.*) [NC]
RewriteCond %{HTTP_USER_AGENT} !^.*(FeedBurner|FeedValidator) [NC]
RewriteRule ^feed/?.*$ http://feeds.feedburner.com/username [L,NC,R=302]
RewriteRule ^comments/?.*$ http://feeds.feedburner.com/username [L,NC,R=302]
</IfModule>