I believe what you are referring to is the final message displayed during the hack process. It reads like this:
You new DMS cartidge should be ready for use.
The PhatBox will only accept it after it has been
booted with the genuine DMS cartridge with the
flash software, and the first playlist has been
activated.
This is really just a reminder informing you that the DMS will not work unless you've re-flashed your PhatBox using the ORIGINAL DMS drive with the flash hack applied to it (the re-flashing is the secret sauce to this whole process). You should have already performed the flashing of your PhatBox before you swapped the drive as outlined in the onscreen instructions.
If you've already done that, no need to do it again. If you skipped that step, you will need to put the original drive back into the DMS are re-apply the hack.