It means that you have reached the highest amount of resources that could be donated. If you have exceeded your capacity, you can figure out your capacity by entering the military market and choosing the ally you want to support. Then, you will see the (support alliance) page; at the bottom, you will find the capacity you shouldn't exceed and the added tax for your support. You can increase capacity and reduce taxes by upgrading the military market building.

Note: You cannot donate protected resources.