What exactly does this mean?
It means someone somewhere cheated you by sending you funds that never confirmed and instead were double spent. You then unknowingly are propagating this cheat to someone else by sending a payment with funds that will never confirm and include a double spent coin.
This transaction back in your history that cheated probably came to you from SatoshiDICE. And if true, then prior to that it was sent from someone trying to cheat SatoshiDICE. So SatoshiDICE had no intention to cheat, but they didn't take proper precautions from sending the "potentially bogus" payout to you.
When they do that (and I wish they would stop doing it), what they end up doing is having to fix the problem at a later time by sending out a replacement payout. The later replacement payout confirms just fine.
If you were using the Bitcoin-Qt client this probably wouldn't have happened to you. Bitcoin-Qt won't let you spend a payment that you've received without first ensuring it has at least one confirmation. (Technically this could still happen with one confirmation, and thus from the Bitcoin-Qt client as well though that occurring is generally pretty rare.)
But you are using Blockchain.info/wallet which will gladly spend funds that haven't yet confirmed.
To avoid this in the future, use Bitcon-Qt ... or maybe stop gambling [Edit: with a service that will send you bogus payouts]. :-)