I originally hail from Sarajevo and have been to 'The Pyramid' twice. I still put in quotation marks as I am only about 80% sure that its actually a Pyramid. I can tell you however that the most amazing thing about that place are the tunnels, they go on for miles with no ventilation and have the best air I have ever breathed.
I imagine they were constructed in deep antiquity with something rather profound in mind. I am going back in June this year and will spend a day or two there with my girlfriend and tell you if I have been 100% convinced its a Pyramid.