Your content items use "relative" links to images; for these images to display anywhere your feed is consumed, you must use "absolute" links. Here is an example of a relative link:
<img src="/wp-content/uploads/2007/07/0041_1.jpeg" alt="0041_1.jpeg" title="0041_1.jpeg" align="middle" width="400" height="602" border="0" />
To make this an absolute link, you should use the full site address:
<img src="http://mywebsite.com/wp-content/uploads/2007/07/0041_1.jpeg" alt="0041_1.jpeg" title="0041_1.jpeg" align="middle" width="400" height="602" border="0" />
Note that we added http://mywebsite.com/
to the beginning of the src
address above.
Once you republish your content items using absolute links, the images should also start to appear in the FeedBurner feed when viewed in a browser or news aggregator.