This is desirable because a single feed makes it extremely easy for your subscribers to track new content and updates from you.
Though FeedBurner doesn't provide any native feed mixing service, you can use the excellent Yahoo! Pipes service to combine two or more feeds and burn them into a single FeedBurner feed.
Here's a step by step guide:
Step 1: Go to the Yahoo! Pipes website and Create a new Yahoo! Pipe.
Step 2: Drag-n-drop the "Fetch Feed" tab from the Sources tab to the main drawing panel.
Step 3: Add all the different Feed URLs in the same Fetch Feed Module (click the plus icon).
Step 4: Once you are done adding all your RSS feeds, drag the lower circle from Feed Fetch module to the Pipe Output at the bottom.
Step 5: Give some name and save this Yahoo! Pipe. Now run the pipe and you will see a new RSS feed - syndicate that feed via FeedBurner so you can even track the feed subscribers. It's all very simple.