Most probably the application you are trying to view or install is not available in your country.
Check that the country in your Region format (Settings > Region+language) matches the address you have registered to your Microsoft Account ID. This will ensure you only see content targeted for your country.
This topic is valid for:
Nokia Lumia 900,Nokia Lumia 810,Nokia Lumia 800,Nokia Lumia 710,Nokia Lumia 520