Mark has come up with some PHP code as he was worried about depending on a third party and Feedburner benefiting from your content being indexed. This means that your content show up on search engines such as Google but for the Feedburner site. Although on the plus side if you have a site low in the SERPS then you content being indexed higher in the ranking albeit for Feedburner could get your site a little more exposure.
Here is the code Mark has used.
$ch = curl_init();
curl_setopt($ch, CURLOPT_USERAGENT, $useragent);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, 1);
curl_setopt($ch, CURLOPT_URL, $feedburnerfeed);
$data = curl_exec($ch);
You can get the full instructions on how to use it at his site. There is also a comment by the Feedburner CTO stating that the stats will not report desktop clients correctly.
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