I had this problem too. I didn't want to add my card because the whole idea of Paypal for me was to protect my card details! What's the point of using Paypal if you're just going to link a card to it anyway?
In the end I tried adding a card and then deleting it. This works for a while but then Paypal start bugging you again. Let us know if any prepaid cards work. There are definately some that do - I have read cracker forum posts mostly from criminals rather than the prudent, looking for such a service and in fact many are paying for this; typically about $10 for a verified account.