That means there already is a link to some paradox account for that psn account. Do you have a different paradox account where you might have made a psn link already? Or if you accidentally made the link while somebody else was logged in in the game or logged in on the site. In any case, thats the issue and is easily solved if the other account is under your control (or if you know the person that might have been logged in when the link was made). If you have no idea, I would suggest contacting customer support and they should be able to help you further. oh and if you have no idea which other account might be linked and how it happened, I would also suggest changing your PSN password since it could mean somebody has access to your psn account (and used it to make a paradox account link)