Select Filter Value in BEx Analyser shows an empty list

Hi

After executing the query in BEx Analyser (NW2004s) I get proper results. But when I try to use Select Filer Value (via RMB click - context menu) I get an empty list of values (Single Values option chosen). It's strange, because I can see those values on my query result I can click on some value and use Keep Filter Value and it works.

It's even more strange, because it all works fine when using Web BEx (happens only with Excel)

I'm using SAP GUI 6.40 patch 24, BI SP.12, Excel 2007.

Can anyone help me ?

Victor