That means the address you entered for the card is different than the address your card issuing bank has on file for you. The most common reason for this type of problem is a recent move and the card company still has your old address on file. You may want to try checking out again with your old address, or making sure you use the address that your credit card company uses to send your monthly statements.
Another common problem for that error is making sure you do not use symbols in the address field and make sure you put house numbers first. Please also make sure you are changing the Country drop down to the right one.