There are normally two reasons you may see this message.
If upgrading the program (via sudo apt-get upgrade) would cause packages to be added or removed, then the program will be held back. You can use sudo apt-get dist-upgrade in this case, which will then offer to add or remove the additional packages.
This is pretty common and usually not an issue. Occasionally (particularly during an Ubuntu alpha) a dist-upgrade will offer to remove a lot of other programs, in which case you probably want to cancel it.
If the package depends on packages or versions that are not available, then the program will be held back. You really can't do anything but wait in this circumstance, since the package is basically uninstallable. This can happen when packages get added to the repository out of order, when a package is renamed, or when a package stops providing a virtual package.
