It means that you are either
- not running SQL Server 2005; or more likely
- not running in Compatibility mode 90 or above
You can change it to 90 or above using, but it could very well break a lot of applications.
alter database MyDataBaseName set compatibility_level = 90
The easiest solution on SQL Server 2005 and above is simply to run it from "master" or "tempdb", e.g.
USE tempdb;
SELECT TOP 5 total_worker_time/execution_count AS [Avg CPU Time],
SUBSTRING(st.text, (qs.statement_start_offset/2)+1,
((CASE qs.statement_end_offset
WHEN -1 THEN DATALENGTH(st.text)
ELSE qs.statement_end_offset
END - qs.statement_start_offset)/2) + 1) AS statement_text
FROM sys.dm_exec_query_stats AS qs
CROSS APPLY sys.dm_exec_sql_text(qs.sql_handle) AS st
ORDER BY total_worker_time/execution_count DESC;