There is a number of reasons this could be happening.
Make sure you have gone to www.adobe.com and created an account so you are issued an AdobeID.
This AdobeID then allows to you to download Adobe Digital Editions (ADE) and install it on your computer. ADE is a program that reads digitally-protected ebooks - Adobe Reader and Adobe Acrobat cannot open these files.
You may be required to authenticate ADE on your computer. Go to the ADE Help menu and click on 'Authorize this computer.' Enter your email address and your AdobeID. This will authenticate your computer and enable you to open your ebook within ADE. If 'Authorize this computer' is greyed out, your computer is already authorized - please read the following paragraph.
You might have to tell your computer how to open the file that opens your ebook (from the link on your 'My Account' page). The file is called 'urllink.acsm' - .acsm is the filetype that has to be associated with ADE on your computer.
We have instructions for implementing this file association for Windows and for Mac.