Should the following message be displayed within Salesforce, it indicates that the Profile assigned to the Salesforce User trying to access the Business Intelligence application hasn't been given access to the Connected App via Salesforce's "Application Profile Assignment" page by your Salesforce System Administrator:

In order to resolve this issue, please ask your Salesforce System Administrator to select the appropriate Profile of the affected Salesforce User via the "Application Profile Assignment" page which can be found by performing the following steps:

Setup > Manage Apps > Connected App > Business Intelligence > Manage Profiles

Once the Profile has been selected and saved the above messaging should no longer be displayed for that Salesforce User.