Andy,
Thank you very much for your help,
Indeed the package couldn't run because the selection was too big. What I did to erase the preview selection was:
1. Erase in BW the Master data contained in Stock (Stock is the dimension that hast the most amountt of members).
2. Create 2 memebers for stock.
Done this the package doen't find the stock members as last selection and erased it from the selection.
Now that I am able to run the package again, any idea of the restrictions?'
Regards.