To populate TeraWURFL database MobileJoomla tries to do the following actions:
1. Unpack tera_dump.sql.bz2 archive, but it requires bzip2 php extension to be enabled on the server.
2. (If above procedure fails) Download gzipped version of tera_dump.sql from mobilejoomla.com, but it requires allow_url_fopen option in php.ini to be enabled.
3. (If both above procedures fail) Disable TeraWURFL plugin and show corresponding message.
So, if you like to use TeraWURFL, either enable bzip2 extension or allow_url_fopen option.