Lars,
In the Powerpress Settings / Services & Statistics tab, put your redirect URL the "Redirect URL 1" like this:
http://media.blubrry.com/yourkeyword/Then, when you post an episode, all you have to do is put the URL to your media file. This normally won't break your links. If it does, double check that you don't have some weird spaces or double slashes or something like that.
If you put the redirect in powerpress instead of putting it in manually each time you update, it will automatically put it in for you.
-Mike
mike [at] rawvoice.com