This error appeared when the user tried to run a query in their SAP production server. Last week this same user were able to run the query without any problem.
Transaction 12.x, 11.x, 10.x
Query 12.x, 11.x, 10.x
Contact your SAP Basis Team to add WINSHTLQ/* to your profile in SAP. Once this is done you should be able to proceed without errors.