What’s the feed you’re trying to view?
I ran it through http://feedvalidator.org and that feed did not validate.
Sounds like a Google or Feedburner problem in not formatting their feed properly. On my blog, I am showing my Google Reader shared items using the JavaScript clip inside a Text Widget. See you Shared Items page for this.
Might also try just using the Shared Items Atom feed directly without going through Feedburner. It at least validates.
I don’t think it’s a problem of validation, because I tried with many feed (also the feed of this topic http://wordpress.org/support/rss/topic/226889), none of them work !!
I a good alternative to use the script by google, but I want to use for twitter or other feed also. (I tried some twitter plugin, but strangely no one work on my blog http://kennygunie.ovh.org)