When you have a Web Query Open or Web Query Save agent that is ticked as Run Agent as Web User in the design tab of the agent properties, this error can occur.

I found this error when using a server that had only just had the http task enabled. The admin had not added the general users group added to the "Run restricted LotusScript/Java agents" field on the Security tab of the Server document.

The server needed rebooting as well, actuall the agen manager needed quitting and reloading.