Are you using EuroConvertTo() or EuroConvertFrom() in your Webi report?
If so, please check out SAP KB 2099104 - #ERROR when using the formulas EuroConvertTo(-1;"EUR";2)” or EuroConvertFrom(-1;"EUR";2) in Web Intelligence on http://service.sap.com/sap/support/notes/2099104.
In short, this is a known issue and is addressed and fixed on BI4.1 SP06 and SP05+Patch02 and above.
Hope this helps,
Jin-Chong