EP6.0: Alter during accessing BW queries

Hi,

while accessing BW(3.5)queries from standard Bussiness Package all of a sudden I am getting and alert( Information) , which read like the following... [[ ]]

[[

Session Management will not work!

Please check the DSM for file for details

You can turn off this alert inside 'Support desk --> SAP Application'

]]

However since this is for info only we are able to get past it after pressing <enter>. Can anybody help me to find out what exactly is causing this alert and how to prevent it from appearing .

Thanks

Arunava