I find this module very confusing so I will write what I have done here and see if anyone can figure out what's wrong.

When someone enters a url in embedded image field, I want to grab that and download it and put it in a cck field in the same node.

This is how I set up my configuration:

Harvest configuration:
-> Set my node type
-> Chose embed field module
-> Chose embed field type

Storage configuration:
Tried all settings, but I guess this could be set to bypass, since it's just storage in addition to media movers internal storage

Complete configuration:
-> Media mover CCK
-> Chose the image field I want it saved to

I did not check create new node since I want the image on the same node as it's harvested from. With these settings it seems to me that it should work. But it doesn't save anything to the CCK field. In the report log, it says: "Failed to find a file on the local file system to attache to the CCK field".
Is there something I'm missing?