Ken,

It's probably best to setup a serverside redirect on the old feed link.

Most readers will now automatically switch over if you issue a 301.

feedburner use that same url to grab the feed.
I tried to check if the referer is feedburner, but it seam that the refferer header isn't set at all on feedburner's requests.

I also need to change the "alternate" link. silly me - though I already did that.

I guess I might supply feedburner with another endpoint and add the 301.