I just started playing last night (with the same game, no less) and basically what happened is your hand isn't worth at least 1 Yaku.
Your hand is open (that is, you pon'd or chi'd someone at least once) which degrades the value of most common hands by 1 Yaku.
http://en.wikipedia.org/wiki/Japanese_Mahjong_yaku#Yaku_based_on_sequencesNote the last column: if it's "Closed only" then you can't win with that hand if you've stolen.
If you had drawn all of those tiles (not stole) then you would've won. As-is, you need to do something else to make a winning hand.
An easy hand to make that allows stealing is the "All Simples" hand:
http://en.wikipedia.org/wiki/Japanese_Mahjong_yaku#Yaku_based_on_terminal_or_honor_tilesUnfortunately, you have a set of 3 9s and a sequence with a 1 in it, so you don't qualify.