You are not linking to an actual Media file. You are linking to a page on Vimeo, how powerpress detected a enclosure is beyond me, but I can guarantee your subscribers are not going to be able to download the file you are linked to..
In the Media URL box you have to link to a physical file, aka MP3, M4V, MP4 something that can be downloaded by iTunes or other podcatchers.
Somehow PowerPress picked up something in that it should not have.
In the embed section you can put the Vimeo embed in that area to display on your blog so long as you have also put a link to actual media in the media url box.
Here is the reasoning we set this up this way. You want people using itunes, iphone, itouch, ipod, Zune, Blackberry etc to be able to consumer aka listen or watch your media on their mobile devices. Without a physical file to download the podcatching software will error out and those consuming your content will end up with nothing on their mobile devices.
The embed was added to make it easy for you to not only offer the downloadable media, but also make it so you can display the actual video file on your website so those that are visiting your website can consume the content this way.
If you need hosting for your actual video files downloads we and others offer hosting for the downloadable media, you can continue to offer your video embeds from vimeo as a way for people to consume the content on your website.