Unable to create DataSource with using Excel Service in DashBoard Designer

The symptoms are when you lunch PerformancePoint DashBoard Designer and try to create a new Data Connection like
Right Click Data Connections and select “New DataSource” -> Excel Services and Click Ok. you should have get an error like
“An unexpected system error has occured.Additional details have been logged for your administrator.”

In ULS Logs you can see the fallowing error:

An unexpected error occurred.  Error 8205.  Exception details: System.Web.Services.Protocols.SoapException: You do not have permissions to open this file.
at System.Web.Services.Protocols.SoapHttpClientProtocol.ReadResponse(SoapClientMessage message, WebResponse response, Stream responseStream, Boolean asyncCall)
at System.Web.Services.Protocols.SoapHttpClientProtocol.Invoke(String methodName, Object[] parameters)
at Microsoft.PerformancePoint.Scorecards.Client.ExcelService.OpenWorkbook(String workbookPath, String uiCultureName, String dataCultureName, Status[]& status)
at Microsoft.PerformancePoint.Scorecards.DataSourceProviders.ExcelServicesDataSourceProvider.GetCubeMetaData(Boolean extendedMetadata)
at Microsoft.PerformancePoint.Scorecards.Server.PmServer.GetCubeMetaDataForDataSourceHelper(DataSource dataSource, Boolean extendedMetadata)
at Microsoft.PerformancePoint.Scorecards.Server.PmServer.GetCubeMetaDataForDataSource(DataSource dataSource)

The cause is Anonymous Authentication is not supported if you need to connect Excel Services by DashBoard Designer.

“You cannot connect to an Excel Services data source when the site or library containing the workbook you are trying to connect to is set to Anonymous Access.” http://technet.microsoft.com/en-us/library/ff191193.aspx

For solution
1) Disable “Anonymous Authentication” from IIS Management Console -> Authentication -> Anonymous Authentication

2) If you still need anonymous authentication than extend the site without Anonymous Authentication.