I'm guessing you bought the battery form a 3rd party vendor, not DEll. The battery packs also contain some circuitry the communicates with the cimputer and apparently you 3rd party battery either doesn't have the necessary circuitry.
It will probably work OK if it fits correctly and has the same ratings, but you won't have that feature.
If it's a Dell battery, contact them about your problem. They'll probably send you another one