It means that you are trying to cancel a row from one table, that contains a value present in at least one row in another table, and the foreign key constraint is there to avoid this from happening.
For example, let's say you have a user table and a usertype table:
UserId UserName UserTypeId
1 Joe 1
If UserTypeId is a foreign key for the USER table, pointing to the UserTypeId of the USERTYPE table, then right now you can't delete the row with UserTypeId 1 in the USERTYPE table. This prevents you from deleting usertypes that are still used for some users.
You should first delete all the users with UserType 1, before you can delete the UserType itself.
If this isn't clear, then you can read the manual: