There are other consequences to auto-playing media, including bandwidth costs as well as the end user’s experience loading your web pages (they will load much slower for folks when video auto plays).
For the reasons above, none of the podcasting applications let you auto-play media.
But there is a way to do this that is ‘smart’. Instead of using your large video files for your podcasts to auto-play media, create a much smaller flv (Flash Video) version of your video for auto play and use a flash plugin such as Flow Player to auto play it on web pages. Crawlers/browsers that cannot handle flash will not auto play your media (ideal to keep bandwidth costs down), flv will load rather quickly in a Flash player (improving the page loading experience for your end users), and your downloadable media statistics will not be effected. There are a few Flow Player based plugins available that will allow you to do this, while using PowerPress at the same time.
One other route is to use the “embed” option by episode in PowerPress (go to Basic Settings > Episode Entry Box option and enable “embeds”). Submit your video to a video sharing site like Blip.tv or YouTube, then copy the embed they provide you and paste it into your podcast episode “embed” box. I believe there is a way to configure those embeds to auto play, you’ll need to consult with the service you choose to find out how.