Broadcast Message Problems

When I try to broadcast a message to another object it has an error that says "BroadcastMessage theBroadcastedMessage has no receiver!"

I have a script for each object:

function OnCollisionEnter (collision : Collision) {
    if(collision.transform.tag=="Bullet"){
        //Do other things
        BroadcastMessage ("PlayTheAnimation");
    }
}

And for the receiving object:

function PlayTheAnimation () {
    animation.Play();
}

I am not sure if I wrote the script with something wrong or its just an error from unity. I am not sure how to use BroadcastMessage because I only found a little about it in the scripting references. I would appreciate it if someone could give me some advise.