Your phone does not have EmulatorROMS application installed. EmulatorROMS application can help to download game roms easily.
If you can not find EmulatorROMS in android market, it may be market region limitation issue (not sure).
Considering some users can not find EmulatorROMS application in market. I put a link to the EmulatorROMS application.
Note: May need goto HOME-Settings-Application to set "Unknown source" as "checked"