What that message meant was you need a PlayStation disc that was made for play on the specific television standard your PlayStation was made for. PlayStation and PS2 games have region coding in place, meaning games will only play in certain systems. The 3 main standards are NTSC (for North America and Mexico), PAL (the UK, Europe, Africa, New Zealand and Australia) and NTSC/ J (Japan).
The game you bought was most likely made to play only on PlayStation systems meant for Japan, so it would not work in a system sold for the UK or North America.