Advance Analysis Workbook Error ID-111006 on Refresh

We're currently on version 1.4.4.2737. I've created the advanced analysis office workbook using BOBJ connection and stored it on my PC. Next time when I open the workbook from PC and try to refresh it, it asks for BOBJ credential and then executes and I get attached message. No dump found in SAP BI (ST22).

If I create the workbook using SAP BI (Enter Skip on BOBJ credential popup) and then tried to reopen it, Refresh works perfectly fine.

Any idea why it gives error while refreshing the workbook on PC created using BOBJ connection?

Thanks,

Milind