It looks like you got a 1st generation receiver (no index or index A) but the RNS-E will only work with the second generation receivers (Index D and E). With the first generation receivers you will be able to listen to the last selected station but you won't be able to change the station. And you get the message you mentioned.
Also, make sure the receiver you get has either never been activated or did properly get deactivated. I heard now several times that only the person who has originally activate a receiver and deactivate it. If that person is gone the receiver is worth nothing.
Also, make sure the receiver you get has either never been activated or did properly get deactivated. I heard now several times that only the person who has originally activate a receiver and deactivate it. If that person is gone the receiver is worth nothing.