I would like to thank you for the reply. Here is an extract from the article " 5 Simple Tips for Better SEO Value from Your Feeds" by Randfish about the tip - Control Your Own Feed:
"It's hard to write something better than Danny Sullivan's terrific piece on Staying Masterof Your Feed Domain. The concept is that you can utilize services like Feedburner, but you want those feed URLs to originate from your domain (so you keep the link juice you're earning):
To make this work, you need your hosting provider to create a CNAME entry for a new subdomain youíll create. If they canít do that easily for you, find a new hosting provider. I highly recommend ours, Tiger Technologies. Cheap, easy for you to do this yourself, plus Digg-tested.
For me, I simply make a subdomain called feeds for any domain Iím dealing with. Since searchengineland.com is our main domain, our feed domain is feeds.searchengineland.com.
Once Iíve created this, the MyBrand magic lets FeedBurner take control of where the domain points to. That letís me turn the FeedBurner feed address for us into feeds.searchengineland.com/searchengineland.

But wait ó I thought it was about keeping control? Relax. Iím giving them control because I want to. If they went all evil, Iíd just change the CNAME record and point that subdomain to wherever I want. I own the domain. I control where it ultimately points to.
Sadly, SEOmoz doesn't do this, and it's a pain to switch (though at some point, it may be worth that trouble). If you're new to feed publishing or are early in the game, it makes a lot of sense to move now, before it becomes more painful."

Hope this helps in understanding the point better.