Page 24 describes the function you desire. Looks like the default is for both buttons to have the same function: record on memory card and optional flash memory unit when the button is pressed. Options split these functions between buttons, and if you don't have a flash memory unit attached I'm guessing it will display the error message you describe.
At risk for sounding rude, I must ask: do you have the manual for your camera? If not, you might want to download and/or print that PDF. Could come in handy. Took me less than a minute to find the answer to your issue.