Hi Maria
Sure! It's not hard, but since Google purchased Feedburner they don't make things like this very clear, and it's been harder to find help on it.
But here's what you do: First log into your Feedburner account.
Next, click on your Feed Name
Next click on the tab that says "Publicize"
Next click on "Email Subscriptions" on the left side - you should first (if you haven't already) have to "activate" this feature. If you have, you'll see the box where you choose your language and get the code.
Since Feedburner itself does not offer a widget for WP (although many 3rd party widget developers do), the easiest way to implement it is to copy the code you see in the large box, then paste that into a Text Widget in WordPress (found under Appearance >Widgets)
You first have to drag the Text Widget into your sidebar where you want it (above or below other widgets), then paste the code into it and Save.
However, that may be easiest, but doesn't give you much in the way of styling - so you may want to use other Widgets offered by Theme developers or Widget developers - in that case I *think* you just enter your Feed name but I'm not sure since I don't use them....
I hope this helps - let me know if not and I can dig in a little further with you by email....