How hard is it to set up a blog on my website?

I'm thinking of Feedburner and Wordpress.

Also, this may be a silly question but can/should I have my blog as a link in my site? I don't have to have a seperate page/website?

Example:

www.mysite.com has a link to www.mysite.com/blog

I don't have to create another site for my blog, right?

Thanks!!

I'm just learning this RSS/Blog stuff!

Wordpress is pretty easy to use once you have it up and running. You can indeed have it on your website. Just stick it in a folder called blog on your site and you are away.

Good choices, Robert. Wordpress and Feedburner are by far the best you can use. And, I don't understand why you thought that linking to your blog from your website can be a problem. But, anyway, there's no problem in linking to your blog from your website.

I would reccomend a little keyword use in that folder/directory name other than Blog............URLs with keywords in them are one of the biggest SEO minded things you can accomplish with a huge impression on its indexing ability. I would suggest this a great reading on the matter.
Search Engine Ranking Factors V2 by SEOmoz

There are alot of easy things you can do to promote you Blog and Site with basic SEO.

Peace
Melanie
"Baby"

i do it too.
nice choice robert.

as all the other members said [ you did the right choice ]
wordpress and feedburner really good
also you can disable your default wordpress feed
which might be domain.com/feed/ and replace it with your new feedburner feed link
which would be link feedburner.com/some-name

check that plugin here Feed Smith