There are a couple of different reasons why you may have received this message. It's possible that either your station does not offer the local station membership benefit Passport, which allows members extended access to a library of public television, or the free streaming rights for the video you are trying to watch have expired. As you may know PBS is not a producer, but rather a distributor of programming. Our distribution rights are fairly limited and are sometimes confined to only broadcasting. However, when PBS is allowed streaming rights they are subjected to time limitations, usually of two weeks. PBS no longer holds rights to stream this program.
Please keep in mind that many videos, such as each episode of Downton Abbey, are available for free streaming the day after they are broadcast on television and for up to two weeks after. So when an episode airs on television on Sunday evening, it is available online Monday and for the next two weeks.
You can also see if the video you are looking for is available for a small charge through iTunes or on DVD at http://shoppbs.org.