Hi,
I’m having Feed in my website. I want to know what is the main advantage of using google’s feedburner feed url instead of my webpage’s feed url.
Using a feed lets your readers subscribe to your blog and read your updates in a feed reader, which can contain all of their subscriptions. If someone finds your blog interesting they may prefer to read future updates in a feed reader rather than have to try and access links from all of their favorites. In short, you’ll get more return visits through feed subscriptions than from bookmarks.
Linda, I think you got confused, that’s not what the OP was asking about (they have a feed). vinoth.t, the only difference is there will be less bandwidth used (as your outsourcing the file to a 3rd party host), it works in Google Chome (which doesn’t naturally support unstyled feeds) and if uptime is an issue for you, it will ensure better uptime. In respect to the technology itself, there is no difference whatsoever, it’s just third party hosting, nothing more. 
For you there is no difference because you know both feed addresses. For others they are more likely to find the feed in Feedburner of that is where they look for feeds than they are to actually find your site and then realise that it has a feed.
My bad. I misread the post. Sorry!