Linking PS3 to existing PC account

I pre-ordered the collectors PC and PS3 versions of the game a while back through the SE store. The first day of early access I went to the website and got my pre order code. Then I went onto the PS3 store and redeemed my pre-order code. The game took a while to download so I just played on my PC and didn't really worry about it. Once it was installed I was having fun on my PC with the game, so I just turned off my PS3 and forgot about it Now today I thought just for fun I'd see what the PS3 version of the game looks like. I clicked the icon on my PS3 and the game started up. It asked me to link my SE account so I did. Then I got a screen telling me " to play FFXIV A Realm Reborn you must first purchase the digital download from the Playstation Store or register a product code"
I'm still waiting on the physical copy to arrive in the mail from SE. Is there something I'm missing? Or do I just need to wait for the actual copy to arive in the mail? Any help is much appreciated.

If u ordered the physical copy u need to wait for it. That will have your product key. It sucks that they make u buy it for both platforms to be able to play it on both.

Thanks Kn3xis, I was thinking i screwed it up or something by not logging in during early access.