Its possible to override it. If you notice on my blog, the original feed gets processed first by Odiogo to add audio, then the Odio feed is processed by FeedBurner, so the link for my feed is ultimately the feedburner feed url. This gives me some stats tracking and other optional stuff.
If you don't want to use feedburner, you can still use the feedburner feed url in the settings to override the normal feed url. Go into Admin > Advanced Tools > Url Manager and find the current feed url for your blog. Get the "Real Url" part of it. Now create a new Url of your choosing pointing to the same Real Url. Then enter your new url as if it were the feedburner url. Now your feed url will be the custom url.
Hope it helps,