Certain titles are offered in certain regions. The Xbox is telling you that the title you are trying to download isn't available for your region. The region determination is based on your IP address. There are ways around this, like proxies, but I'm certainly
not recommending that, as it may violate the Live TOS.
You can also get this message if you are using a child account that has purchase restrictions on it. Also, certain regions, such as New Zealand, keep child accounts from making purchases altogether. Here is a troubleshooting guide for content purchase issues:
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