SAP EPM Addin for BPCe problems with Report Writer GRR3

Hello,
we installed the EPM Addin on our laptop.

EPM is working fine. But:
When calling a normal report in the SAP source system using transaction GRR3 the following happens (example):

1. Call GRR§

2. Select report (e.g. costs for cost centers) with Excel being called (the problem does not depend on the xls version)

3. Wait until Excel shows the figures (e.g. for the top node)

4. Click on a cost center which is part of the hierarchy and wait for the figures (works fine)

5. Select another cc and execute step 4 again (this is also working fine) ...but

now when closing xls the Excel "tells me that many files to auto-recover are open.

I assume the following: Xls is working fine when switching between reports as described above.
But xls thinks that when moving from one CC (in the example) to another it "looses" files (which is actually wrong).

Is there some experience/solution one could share.

Thanks in advance

Thomas