OK so a day of googling for this answer and this all I could come up with.
Feedburner does not allow for youtube to be embedded in their feeds. At least that is what I understand, the best I could do is use a plugin that places a thumbnail instead of the video. The thumbnail is a link so there is no way to play any video from within the feed but it is better than not having anything at all. For those interested the plugin is Smart Youtube
I am still not satisfied with this so if anybody has any other suggestions please send them my way