It's true, our instructions are for self-installed WordPress blogs only; it's not really practical to use FeedBurner and WordPress.com together at this time. You could use one of the existing sidebar widget to promote and display headlines from a FeedBurner feed, but providing an actual subscription link to your WordPress.com blog's feed (or a FeedBurner feed based on its content) is not yet an option. Our apologies for the confusion; our existing documentation does need to draw a sharper distinction between self-hosted and WordPress.com-hosted content.
If you would still like us to delete your FeedBurner account, timethief, we can do so. Just let us know.
Thank you for contacting FeedBurner,