You come across this till you publish data source connection to server. for example if you connected to oracle server and when every you try to open the application it will asked you to connect to DS before any action.
Try publishing your DS to server.
Thank you for your reply, but unfortunately, I have no need to publish anything to server. I had download reports from it to use localy and I am trying to connect them to datawarehouse. In addition, if I create a report from scratch in the same Tableau decktop version 10 everything works, but it's not working to the report that have been downloaded from tableau server.
My issue is - Tableau asks my credentials and let me connect to source itself, then asked second time to choose the server (you see attachment) I am choosing the same server and it uses my credential as autosaved and in 9th version it just updated data in the report where as in 10th nothing happening.
Hope this make it more clear.