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.
The protocol allows individual miners (or pools) to choose any criteria they want for selecting which transactions to confirm, and which transactions to leave for a future block. If a tranaction has an output that is less than 0.01 BTC, or if a transaction is larger than 19 kilobytes in size, and the transaction does not include a fee of at least 0.0005 BTC per kilobyte, then many miners (and mining pools) will consider the transaction to be low priority. As such, it won't receive any confirmations until some miner (or pool) somewhere decides to be nice and confirm it for free. This could take hours, it could take days, it is even possible that it will never be confirmed. It is impossible to predict ahead of time with any accuracy how long it will take to confirm, because it is impossible to know ahead of time when a miner will be kind enough to try to confirm it and lucky enough to solve a block.