We took a two-step approach to this.
1) Using Feedburner (www.feedburner.com) we created a feed link. You enter the new address for your RSS feed and feedburner makes a feedburner address for you (i.e. feeds.feedburner.com/couchpotatoillustrated). Now, all I have to do is tell the directories to look at that address to get my RSS feed. And anytime I change my feed address, I just make a change to my Feedburner account and no one every knows the difference.
2) You have to tell all the directories to look for your feed at Feedburner now. Add this line of code to your XML file using TextEdit or BBEdit: <itunes:new-feed-url>
http://newlocation.com/example.rss</itunes:new-feed-url>
Save the XML file and don't update your site for a few days. Give the directories 72 hours or so to get the new address. Now they will look at feeds.feedburner.com/yourpodcast for the feed
If any of this sounds confusing, skip my steps and go right to the source:
http://www.apple.com/itunes/podcasts/techspecs.html#_Toc526931687