A database connection in the report you are using isn't working.
If you are sitting offsite, for instance at home, make sure your VPN is connected.
The connection usually consists of four parameters: server, database, account and password. The most common thing to be changed is the password, contact your internal IT and make sure that the password hasn't expired.
The error message in the example is trying to use a connection named Test with the function ExoListLoad that can be located in D4 in the Excel grid.