First of all, your payout from SatoshiDice won't confirm until the original transaction does. SatoshiDice does this to prevent cheating: if the wager transaction is any way fraudulent or invalid, so is the payout, so the cheater wins nothing.
As for the original transaction not confirming, that is because the sender did not pay a transaction fee, even though a fee was required for this transaction. As a result, it (and your payout) will likely take an extremely long time to be confirmed.
What's strange is that you were actually able to send this transaction in the first place. Most clients do not allow you to spend unconfirmed funds, precisely to avoid this kind of issue. What client or wallet service were you using?
EDIT: Typo.
Could you be clearer on what you mean by extremely long time for confirmation, Im new to all this and was just wondering.