This error means that one of the add-in's objects is still in-memory and wasn't closed properly. This object holds the result set of a query which is then pasted to the excel spreadsheet.
To recover, simply try running in another spreadsheet. Better yet, close and reopen your excel and reconnect with Rally. If both of these didn't help then you may want to check your task manager to find if more excel process are still alive (then kill them). Lastly, you can reboot your machine so that Excel starts anew.