This claim was rejected at the clearinghouse level. The clearinghouse may reject some claims based on known rules they have set up with the payer. According to this rejection message, the payer requires a group/policy number on the claim and you did not supply one or the group/policy number you supplied does not fit the known format of a group/policy number for this payer.
You will want to edit the insurance card in Therabill and make sure the entry you have in "Group/Policy" is valid. Once you have verified this, you can resubmit the claim from the EDI rejection page in Therabill by clicking the Resubmit Electronically button at the top of the page.