While the built-in WordPress RSS feeds work great, many people choose to transfer their RSS feed to a free Google service called Feedburner. This adds the ability to track how many people have subscribed to your feed, the ability to add advanced feed options, and the ability for visitors to subscribe to new blog posts by email.
If you’ve already “burned” your feed to feedburner, just paste the full feedburner URL into the option area and click save. If you have not setup Feedburner, follow these steps:
'Burn' your site's feed through Feedburner
Enable 'subscribe by email' in Feedburner