I am actually quite ashamed that I discovered Feedburner just this summer… but I am quite happy that Tumblr is one of the few hosted blog/microblog platforms to allow to use it.

What is Feedburner?

FeedBurner is the leading provider of media distribution and audience engagement services for blogs and RSS feeds. Our Web-based tools help bloggers, podcasters and commercial publishers promote, deliver and profit from their content on the Web.

It gives you some interesting stats about your subscribers, as well as it lets you improve your RSS feed.

Open up an account, and as soon as you complete the steps in feedburner, you will have a new address for your RSS feed.

Open up Customize, Theme, enable custom HTML, change every { RSS } tags with the address given. Et voilà!