Help! I am still confused by.......

....The idea of a feed!  I understand that a feed is a way to syndicate my blog....but what does it mean when feedburner ask me "Do you want to burn a feed right now?"  In this case, what does this mean?    I do have people subscribed to my feed but...I do not understand why I need to burn a feed every so often...or do I? 

Thanks in advance for straighteing me out.  We have struggled with this idea for a few months now and it is time to finally  get straightened out!

Cece-one of The Two Whos

 http://www.thetwowhos.com