You can ignore the warning PowerPress tells you though, and just click publish, but we put the warning in there for a reason.
Anytime you see a %20 within the URL, it means there is a space (or some other non typical character) in the file name. PowerPress gives you those warnings not to include odd characters/spaces because many applications have problems with them, particularly web based players and a handful of other podcatching apps. Easy fix is to rename your media files with _ in place of spaces. e.g. 070511_Carson_Meehan.mp3