Does the DC display that message with every game that you try, or just a particular one? I ask this, because I've had a new out-of-the-box DC reject a couple of perfectly fine games for absolutely no reason. I replaced the games themselves (only 2 of them were problematic) and everything was fine afterwards.

If it's just one game that doesn't play, then it's the game itself. If every game you play does that, well then, take the advice of the previous posters.