Here's another way to do it: for any finite $I \subset \Bbb Z_+$, list the elements in increasing order; thus we may write $I = \{i_1, i_2, i_3, . . ., i_k \}$, where $\#(I) = k$ (here I use the "$\#$" symbol to denote cardinality). Let
$p_j$ be the $j$-th prime, so that $p_1 = 2$, $p_2 = 3$, $p_3 = 5$, and so forth. Assign the natural number $\prod_1^k p_j^{i_j}$ to I; call the function so defined $\phi$. Thus $\phi:A \to \Bbb Z_+$. The key is to note that $\phi$ is injective. The injectivity of $\phi$ follows from unique factorization into primes. Thus we have a one-to-one function $\phi$ which assigns to each $I \in A$ a unique natural number, effectively enumerating $A$. QED.
And I thank you, as does Dr. Godel! ;)
NOTA BENE: Answer edited to remove false assertion that $\phi$ surjective. $\phi$ cannot in fact be surjective since in fact the order of the $i_k \in %$ corresponds to the order of the primes; thus, for example, $2^5 3^7$ represents the set $\{5, 7\}$, but $2^7 3^5$ is not the image of any $I \in A$ under $\phi$. "Haste Makes Waste," is my new motto!