Hah that's awesome, I'm sure it's probably just a warning that it's a data track and can harm your CD player like all those old games used to have, although those wacky japanese people always found ways to make even the warnings interesting (I remember a couple games I used to have had the actual characters warning you instead of just a generic message).
Oh also, it might just be that the media that the disc was burned on is crappy. You could rip it to your computer and re-burn it yourself with different CDRs, I believe Alcohol 120% does a damn fine job of that if you can't get CDRWin working properly.