First, visit your feed in FeedBurner and click Edit Feed Details....
Update "Original Feed" to your Pinecast feed URL and save. You can find your feed URL under the "Important Links" section on your podcast dashboard, or at the top of the Distribution tab.
After saving, choose Delete Feed... at the top. Check the "With permanent redirection" box and delete.
That's it! If you need help verifying whether your feed has been updated correctly, please contact Pinecast support with your old FeedBurner RSS feed URL.