Receiving Error in Sharepoint 3.0

I am receiving an error in Sharepoint 3.0 while trying to copy and paste data into an Excel chart.  The error reads:

 The Web application at . . could not be found.  Verify that you have typed the URL correctly.  If the URL should be serving existing content, the system administrator may need to add a new request URL mapping to the intended application.

I have also attached a screenshot.  Why am I getting this error and how to I fix the problem?
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Justin OwensITIL Problem ManagerCommented:
Try creating a blank spreadsheet in your SP under Tasks called "test".  Paste into it and see if you have the same problem.

Has anything changed with your AAM?  (Alternate Address Mappings)  This can cause a problem with using the deep integration of SharePoint with other products (Like Excel)

Also - look at using the unified log (ULS)  from code plex for easier trouble shooting.

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Justin OwensITIL Problem ManagerCommented:

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