Hello Trevor198,
The following article provides further information regarding this message.
iTunes Store movies (SD and HD) and TV shows (HD) require an HDCP digital connection such as the one provided when using the Apple Digital AV Adapter and HDMI cable. If you attempt to play this content using a non-HDCP digital connection, such as the Apple VGA Adapter, an alert will appear to let you know that an HDCP-compatible device is required. To view iTunes Store content using a non-HDCP digital connection, do one of the following:
- Sync the SD version of the TV show
- Use an Apple Component AV cable to play the HD version at 480p
- Use an Apple Composite AV cable to play the HD version at 480i
Attempting to play rental content on a device that requires an HDCP digital connection may start the rental timer. Use one of the recommended Apple AV cables to view your rental before the time limit expires.
iOS: About Apple Digital AV Adapters
http://support.apple.com/kb/HT4108
Cheers,
Allen