Hi alberto,
it is a very old thread but as far as i can remember i discussed this problem with our basis team and they used the solution described in the first post: SAP Gui 6.40 BeX Analyser problem (Run Time Error), with one difference. They didnt re-installed SAPGUI but only netframework and office and tried different SP till it worked.
Hope this helps.
Regards,
Martin Zluky