Back to the original question, the same question recently came up at dinner and led us to Wikipedia looking for answers. Ironic that whs should ask this question since the origin of Electoral Colleges is traced back to Germanic tribes! So, there is a very old tradition brought to the US where it still stands primarily because of tradition.
Follow the link to "Electoral College (United States)" and you will learn a little more about how it's done here. We, the people, are actually voting for electors to choose the President and VP. Each state gets to choose how electors are, um, chosen. 48 states and D.C. use the winner take all method, but Maine and Nebraska have electors chosen on a district-by-district basis. Europe is filled with nations with longer histories and more tradition. Why is it that such a young country as the United States has such a complicated election system by comparison?
One other contributing factor, that you rarely hear about, is that the Founding Fathers of the US were founding the country when very few citizens were educated good. I mean, educated well. :-) They probably felt that these illiterate masses were not really qualified to elect a Pres directly, so they let them elect electors instead. Whether this concern is still true is a matter of some debate! :-P