"To get started, go to the Socialize service on FeedBurner's Publicize tab and add the Twitter account to which you would like to post items from your feed. You can take the default settings and click [Save] to start socializing immediately, or use the options we offer to customize exactly which feed items are sent to Twitter and how exactly you would like them to look. The next time you post a new item to your feed it will be sent to Twitter," mentions FeedBurner's blog.

Socialize uses Google's new URL shortener and it adds a parameter that helps you track Twitter traffic in Google Analytics.
Source: http://googlesystem.blogspot.com/2009/12/feedburner-socialize-add-your-feed-to.html