I see in the documentation that you need to add a tag to your XML:
However my plugin says this:
The iTunes New Feed URL option works primarily for Apple's iTunes application only, and should only be used if you are unable to implement a HTTP 301 redirect. A 301 redirect will route all podcast clients including iTunes to your new feed address.
You should use the 'new-feed-url' tag. The 301 redirect may or may not work with iTunes - there have been compaints that it hasn't - but may stop being effective if removed. And in any case, if you have submitted the feed to Feedburner to be passed on to iTunes, won't the 301 simply redirect Feedburner to itself?
The 'new-feed-url' tag will redirect both the Store and subscribers to the new feed permanently: leave the old feed in place for a fortnight to make sure everyone catches up and it will then remain in place.