Authentication error when creating EPM Add-in connection with SAP BO Enterprise connection type

Hello, Experts,

I have a problem with creation of EPM Add-in connection when SAP BusinessObjects Enterprise connection type is selected.
An error message is "Error while communicating with the server. Framework message: Authorization failed."

Here are the steps that were implemented and how this issue was reproduced:

1. SAP BusinessObjects Planning and Consolidation 10.0 SP12 for Microsoft was installed and configured.
2. Integration between SAP BPC and SAP BusinessObjects BI 4.1 SP02 was implemented. SAP BO users can successfully connect to SAP BPC system.
3. EPM connector was successfully installed and deployed in SAP BusinessObjects BI server.
4. BPC ODBO 2.0 SP04 64BIT was installed in SAP BusinessObjects server.
5. EPM connection was successfully created in SAP BusinessObjects CMC.
6. EPM Add-in and BPC ODBO 2.0 SP04 32BIT was installed in another computer (let's call it CLIENT) which has MS Office 2007 32BIT installed.
7. From CLIENT computer we have launched Excel manually and successfully created BPC connection with Connection Type - Local.
8. Then we have logged into BI Launch Pad and launched New / EPM document (Excel). Excel has started.
   1. In EPM Add-in we have pressed Logon.
   2. In connection window selected SAP BusinessObjects Enterprise connection type.
   3. An error "Error while communicating with the server. Framework message: Authorization failed." appears.
   4. Before this error appears we are not getting any window where we could select EPM connection (created in CMC) nor the possibility to enter username or password.

Looking forward you valuable comments and suggestions.

Thank you in advance.

Donatas Budrys