Excel 2007 : Problem refreshing pivot table based on local cube

I'm using Excel 2007 and the SQL Server version is 2008

When I build a pivot table based on a local cube file, everythings works as it should, the data is displayed correctly.
When I save the excel file and open it a minute later, I always get this error message:

The query did not run or the database could not be opened.
Check the database server or contact your database administrator. Make sure the external database is available and hasn't been moved or reorganized, then try the operation again.

Does anyone know what the cause of this problem might be?

Thanks in advance

Hi Christian

Wanted to ask: did you get a solution for this issue? I am stuck in the same situation. I created a stored procedure that runs a query on a table and is supposed to return that data to Excel and Im getting the error:

"The query did not run or the database could not be opened.
Check the database server or contact your database administrator. Make sure the external database is available and hasn't been moved or reorganized, then try the operation again."

If you have a solution please assist - Thanks.