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A pressurised basket is dual wall, with a the second wall providing a restriction, usually through a single pin hole, simulating the effect of the perfect Grind and Tamper, generally makes home espresso making that little bit more fool proof. A non-pressurised basket doesn't have the second wall and therefore the grind and tamper of the coffee has to be tight enough to provide the back pressure for the perfect extraction.
More info here
http://guide2coffee.com/guide-2-coffee-1/2012/06/23/pressurised-vs-non-pressurised-baskets
Did you run pressurised baskets before, if it's spraying everywhere it may mean that there isn't enough back pressure from the coffee grinds to slow it down. Either heavier on the Tamping or a finer grind should help.
This is a good resource, should help.
https://www.fivesenses.com.au/blog/espresso-shot-troubleshooting/