My Refurbished 40gb Ps3 Wont Play Ps2 Games Why?

I just got a 40gb refurbished ps3 and when i went to put one of my ps2 games in it. A message popped up saying that its unsupported data which i don't understand because if i'm not mistaken the heavier model ps3's are supposed to be backwards compatible. Can someone please given me reasons I'm having this problem?

Suggestion:

they are not all BC u should just return it an get a new slim