A couple of questions:
1. What is the data source that you're connecting to?
2. When you say
After I run a query with a "Count Distinct" command on live connection,
what do you mean? Is it a measure that is being placed on the view? Is it in a calculated field?
3. Can you post a screenshot of the error message?
It sounds like you may be attempting to create your Extract with the data aggregated / rolled up for visible dimensions. In doing so, the resulting extract would not contain the fine-grained details needed to compute a distinct count. Try creating your extract without any aggregation to see if that addresses the problem. If you must pre-aggregate the data when creating the extract, you'll need to do the following:
- create a new worksheet
- drag the field that you wish to count distinct, and drop it as a dimension on the filter shelf
- with zero items selected in the filter dialog, click OK to accept the filter
- place the field as a dimension in your worksheet
- try creating the extract again with the same settings you used before. Note that this time the extract will be much larger and may take much longer to process.
I hope this helps,