Solution : https://service.sap.com/sap/support/notes/771351 (SAP Service marketplace login required)
Key words : 
expected logon screen appears, web-specific settingsthese settings, report-report interface, general settings/prerequisitesfirstly, function group rsbbs, bw web reporting, maintained parameters basically, jump target type, general settings, web reporting
Related Notes : 
       
| 961142 | HTTP or HTTPS protocol when you jump to a 6.40 system | 
| 603925 | Prerequisites for branching from BW Web Applications to R/3 | 
| 568489 | Jump destinations within BW and hierarchies | 
| 363203 | BBS: Parameter not transferred to transaction | 
| 161570 | User ALEREMOTE in the BW: Dialog user or system user? |