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Hmmm, I have no clue what that black part is on the bottom.
I'd have said it's a pressurised basket or some sort. Do you know what 'open' means or does?
Low end espresso machines are designed to work with supermarket ground coffee (illy / lavazza). These are courser than proper espresso ground, so need a pressurised basket to create the resistance.
If you can somehow use an unpressurized basket you can probably use finer coffee, like what you have there.
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That's definitely a pressurised basket, delonghi do a few different types depending on the model of the machine. As @Scrabble said you need an unpressurised basket for proper espresso grind, if you just type in non pressurised basket for Delonghi EC330S you'll probably find a post from someone else who had the same issue and where to find the basket.
what does your basket look like - is it like the picture three posts up, or does it just have a single hole in the base?
If the latter, it's a pressurised basket and fine ground coffee will choke the machine, as both the coffee and basket are holding back the water and there is no enough pressure in the machine to force it through.
An unpressurised basket, with lots of holes in the base, will let just the coffee create the pressure, and allow easier flow. Unpressurised baskets are what you need to make proper espresso.