In the WordPress dashboard, go to the post that contains the media file you don't want in your podcast feed. Look for the Podcast Episode box underneath the main blog post. You may see a checkbox that says "Modify Existing Podcast Episode." If so, check the box and then remove the Podcast Episode from that post completely and update the post.
WordPress itself has some low-level podcasting functionality and when you drop a direct link to a media file into a WordPress post, WordPress wraps that link in an enclosure tag. So, when you activate PowerPress for the first time, it sees that enclosure tag and assumes it must be a Podcast Episode.