When a recording is started NeoLoad tries to connect to the SAP Logon process if it's already started. That error is raised when NeoLoad is not able to attach to that process due to right issue.
It usually happens when NeoLoad is not started with the same user who manually started the SAP Logon UI.

To fix that issue the best is to close SAP Logon and let NeoLoad start it at the beginning of the recording.

For more details you can look at the NeoLoad documentation here