yes it means the SSh encrypting in your original firmware is cracked. a DLDI head is a line of code that the R4 uses to play games and such and if it is not found then it means that the YSmenu cannont build the firmware ontop of the game compatiblity function.
Nah im joking, i dont know jackshit lol but seriously tho
i didn't have that error when i did my YSmenu, heres a helpful thing tho, just search on the fourm for YSsuto or R4 suto something like that, its makes the Ysmenu for you!