Hi Guirec,
I'm guessing you're using a BICS connection. The #TOREFRESH message happens when the requested aggregation cannot be calculated on the internal cache of Web intelligence. It happens when you have database delegated key figures that need to be calculated according to the aggregation you're using.
To solve that, your gonna have to force the aggregation level you want to see in the filter by creating a new table with that aggregation on you report (and set it to hide). For example if you have three dimensions, you can add 3 different tables, one for each dimension and the key figures in every one of them.
This document explains a bit more of the delegated key figures and the #TOREFRESH message: All you need to know about #TOREFRESH
Hope it helps and be careful with performance!
Regards.
Bruna Dupim.