Hi Nicole,
First of all I am afraid that I am not an expert in this area. My impression is that the HTTP destination type is created on the receiver side (i.e. BW). If that is the case, then I think t/code SM59 is the right place where you can also create other connection types than ABAP (please refer to paragraph 4.1 of the document which was mentioned in the other discussion).
However, I suggest to involve a basis/system administrator and if possible also an XI consultant to come to a solution. My gut feeling says that it's a connection problem which has to be solved in either the BW system, XI system or in both systems.
Best regards,
Sander