From the error, it sounds like you're connecting to Oracle. This error tells me that whichever computer is making the connection does not have the database you want to connect to in its TNSNames.ora file.
What BO tool are you using? Desktop Intelligence (Deski), Webi, a dashboard? If it's Deski, are you connecting locally, through a Connection server, or through a report that has been published? If you're running the report through the BO infrastructure (i.e., not through DeskI with a local connection on a workstation) then the problem is on the server where the report is running.
-Dell
A computer only does what you actually told it to do - not what you thought you told it to do.