I would check the WebI server connectivity to the OLAP server. Check if you have the OLAP client properly installed on the WebI server. You need at least the MS PivotTable Service, or the Analysis Service Client installed on the server (PivotTable comes with Analysis Service). If you do have MS Analysis Service installed on the WebI server, try to connect from there, outside of the BO. If not, have either Analysis Service client or PivotTable Service installed on the server (PivotTable Service can be downloaded form Microsoft (PTSSETUP.exe).