"If you save now, your save data will be saved in the state in which you cannot use the DLC."
This error message has been scaring off players that picked up Disgaea 2 for PSP. However, NIS America admits that this error message is unwarranted, and "the message will appear regardless of whether or not the current saved data contains DLC." Players are encouraged to simply ignore the error. "Our investigation has revealed that this message will not harm your game play experience with Disgaea 2: Dark Hero Days or any future Downloadable Content offerings."
There will be a fix to this error, but it won't be available until late November. According to NIS, the company plans on making the first DLC for Disgaea 2 -- Sapphire from Disgaea 3 -- free for all users due to the "distress and confusion" caused by the error. Until then, players will have to continue their journey through the game, ignoring the save error along the way.