Drilling back into Dynamics GP provides you with the additional level of detail and analysis you need during the reporting process by allowing users to get to the source of the data.
This feature is not working for me. I get an error message that states:
"A connection Microsoft Dynamics GP could not be established. Be sure you are logged on to the appropriate company and try again."
Launch GP and sign into the company you will be drilling back from. Try the drill back again.
There is an issue logged on the GP side that if you swith companies in GP without closing GP and re-opening it, the drill back will not work. Here is the knowledge base article. The GP team has it slated for a future service pack.