Yep. the Imam clearly tells him that: "What you did with the servant woman is haraam and is not permissible." Apparently the only slaves allowed are those (men, women, and children) that may be taken in the wars that take place between Muslims and kaafirs and that Islam limited the sources of slaves ... to just one source, namely slavery resulting from capturing prisoners from among the kuffaar, including women and children.
Of course, with the Islimic initiated wars going on throughout the world there should be ample opportunity to take more slaves and find slaves in the shari sense in which it is permissible to be intimate with them etc. in the future.