How to Move a Blog From a Sub-domain to a Sub-directory With FeedBurner
When you've moved your site from a sub-domain to a sub-directory, you'll need to make the changes in your FeedBurner account. Since your site URL has changed, your feed URL has likely changed as well. You can make the changes with FeedBurner without losing subscribers, and without making your current subscribers re-subscribe to the service. The FeedBurner URL stays the same, while the feed URL being syndicated to it changes.
Instructions
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Sign in to your FeedBurner account. Select the feed you want to manage.
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Click "Edit Feed Details." A small window will appear.
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Update the feed address in your "Original Feed" section with the new feed on the site hosted in the sub-directory. Click "Save Feed Details."
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Tips & Warnings
Do not change the FeedBurner feed URL, or your subscribers will have to re-subscribe to the new feed. Updating the original feed URL makes the transition seamless.