One of our engineers investigated this a while ago and found that many blog providers will automatically figure out what URL to use as the enclosure in the feed, based on links found in the document. (For example, WordPress and any blog using FeedBurner)
What kind of blog do you have?
I have been using Community Server 2007 and I'm aware that FeedBurner is one way of making it happen. I was thinking there could be a means of tagging the attachment URL perhaps.