What they mean is that you are missing the so named glue records.
A glue record is the ip address of a name server held at the domain name registry. These are used to avoid some circular dependencies in name resolving.
Here's an example, from the wikipedia page:
Name servers in delegations are
identified by name, rather than by IP
address. This means that a resolving
name server must issue another DNS
request to find out the IP address of
the server to which it has been
referred. If the name given in the
delegation is a subdomain of the
domain for which the delegation is
being provided, there is a circular
dependency. In this case the
nameserver providing the delegation
must also provide one or more IP
addresses for the authoritative
nameserver mentioned in the
delegation. This information is called
glue. The delegating name server
provides this glue in the form of
records in the additional section of
the DNS response, and provides the
delegation in the answer section of
the response.
For example, if the authoritative name
server for example.org is
ns1.example.org, a computer trying to
resolve www.example.org first resolves
ns1.example.org. Since ns1 is
contained in example.org, this
requires resolving example.org first,
which presents a circular dependency.
To break the dependency, the
nameserver for the org top level
domain includes glue along with the
delegation for example.org. The glue
records are address records that
provide IP addresses for
ns1.example.org. The resolver uses one
or more of these IP addresses to query
one of domain's authoritative servers,
which allows it to complete the DNS
query.
Hope this helps!