Problem with feeds

I posted this in the Google/Feedburner group but with the whole transition between FB and Google, no one is currently answering questions. Please help…

New to this stuff and having problem….
Blog is set up (WordPress 2.7), Feedburner Feedsmith plugin activated,
Subscribe Chicklet (hope I’m using the proper terminology) is showing
on blog.
Blog: http://www.hea lthy le g depot.com/blog (REMOVE THE SPACES IN
BLOG ADDRESS)

If I click on Subscribe To Feed, it takes me to the feedburner page:
http://feeds.feedburner.com/Sup port AndMe dical Co mpre ssion Sto
ckings AndSocks (Again, remove the spaces). That page shows
“Subscribe With FeedDemon”. If I click that, my MS Outlook throws up
a pop-up “Add this RSS feed to Outlook? You should only blah blah…”
and then it shows the address of the feed – Incorrectly. It shows as
http://http:/feeds.feedburn…. and this happens regardless of which format I choose (RSSOwl, Shrook, NewsGator, etc.).

Since the address is wrong, I cannot subscribe as I guess my blog
readers will not be able to either. I cannot find anyplace to correct
this in WordPress or in FeedBurner sites.

Also, I figured out that I can subscribe in IE7 by choosing XML, then
subscribing from that page, but how would I make this easier right
from the blog (to subscribe in IE)?

Thx so much!