The Android Market is location sensitive and I would imagine that it was bought in a country that does not allow it.
There are a couple of things you could do, the first is to debrand your phone and install a local version of the firmware, for example if you are in the UK you can install the generic UK firmware. This site isn't necessarily the right place to source that kind of information, can I suggest you have a look over at XDA Developers or Android Forums and research debranding your phone. If you are going to undertake this I recommend you get as much information together as possible. You will see warnings about it voiding your warranty but the warranty does seem only to bind to the country of purchase unless bought within the EU.
You could also try apps on your phone using the browswer, either www.getjar.com or have a look at this site http://slideme.org/sam, the app count is not as high as the Android Market but you can cover most bases with apps from these sites.
