Solution : https://service.sap.com/sap/support/notes/636521 (SAP Service marketplace login required)
Key words : 
web item role menu display, web item role menu, 0b            import support package 15, 1c            import support package 09, terms business explorer, ms internet explorer 6, scid=kb%3ben-, bw web application, 0b support package 15, 1c support package 09
Related Notes : 
       
| 925188 | "Secure and Non-secure" popup appears in the BW application | 
| 571720 | SAPBWNews BW 3.1 Content Support Package 09 | 
| 571698 | SAPBWNews BW 3.0B Support Package 15 | 
| 446015 | Web item role menu |