The first installation of WordPress creates a first post just so you'll see how things look. The <ADMINNICENAME> text is actually a place holder for the nickname of the admin user.
Try setting the nickname for the Admin user and that should solve the problem.
Now, in order to use FeedBurner you still need your own RSS feed. What you need to change is the link to the RSS in your WordPress theme, so that instead of pointing to your local RSS it will point to FeedBurner's RSS feed.
FeedBurner will get the URL to your local RSS feed and will do its magic.
I would also recommed that you'll create a user of your own and not use the admin user to do posts.
I hope this helps...