ah, you appear to have bought ASIN: B00351YF3Y Which is a Audio/Video enhanced book. If you look on the left of the screen it says:
Kindle Edition with Audio/Video
Audio/Video content only available for iPads, iPhones, and iPod Touch devices.
If you want to put it on your Kindle you need to buy: ASIN: B003E8P9FG
which is the regular Kindle book. Kindles don't play video so you won't be able to put the other book on there.
If you contact Customer Service I'm sure they'll refund the Audio/Video book for you and then you can buy the right one.
I really don't think Amazon is selling many of these books so I wouldn't worry about it too much. You just had the bad luck to wander into one of the few I think.