Problem with SAP log-in using VBA with Excel Bexanalyzer add-in

I am trying to login in to SAP using VBA code but the code fails as indicated below .
In Function GetBEx(Optional iWb As Workbook) As Object
GetBEx = pAddin.ExcelInterface.WorkbookBExExcelApplication(lName)
Works properly – I get an object
However, in the sapBEXgetConnection function it seems that the lBex.ComConnection fails.  The p_connectionObj doesn’t get assigned (p_connectionObj is Nothing)
Function sapBEXgetConnection(Optional IWhat As Integer) As Variant
    If IWhat = 0 Then
' try to get BexApi Connection
        Dim lBEx As Object
        Set lBEx = GetBEx
        On Error Resume Next
        Set p_connectionObj = lBEx.ComConnection  'fails here
        If Err.Number <> 0 Then Set p_connectionObj = Nothing
        On Error GoTo 0
        If p_connectionObj Is Nothing Then If Not prepareConnection Then Exit Function
        Set sapBEXgetConnection = p_connectionObj
    End If
End Function
All of this code is part of the Bexanalyzer Excel Add-In
I’m assuming that I’m missing a patch or some configuration is incorrect but, since I’m not very familiar with SAP I don’t know.  Any help would be greatly appreciated.  Thank you.

Hello Sebastien,
Since I don't know what an SSO automatic connection is I can't give you an answer.  Can you explain it?
Here's what I'm trying to achieve: on demand I'd like to execute VBA code that will use Bexanalyzer.xla functions to log in and then refresh a query that exists in the Excel workbook. Ultimately I'll want to apply parameters / variables to the query when it is refreshed.  I may then automatically execute VBA code to manipulate the resulting data in the workbook.  Basically I want to be able to do all of this without any user input.
Paul

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