Okay, that is the problem. Custom Feed episodes are intended for the feeds, not the blog pages. If you want media associated with the blog pages, it needs to be added as the default podcast episode. We did this to eliminate confusion, because if you had 2-3 different feeds with 3 different formats it would be confusing to the user vising your web site which media file to click play or download.
I know what you're going to ask and yes such a feature is on the TODO list. The feature will most likely co-inside with a new web player.