How about just using custom dimension security, in "Dney Only" mode -
the denied members will still contibute to higher level aggregations,
unless VisualTotals are enabled?

http://msdn.microsoft.com/library/de.../en-us/olapdma
d/agsecurity_3xbt.asp

In a database role or cube role, by defining a custom rule for a
dimension, you can specify which dimension members can be accessed by
end users in the role. To do this, you can select the accessible levels,
or specify the accessible members, or use these methods in combination.
You can also specify options for visual totals and select a default
member.
...
Deny Only (Member Specifications)

The members you explicitly deny access to and their descendants cannot
be accessed. Nondescendants can be accessed unless they are above the
top level or below the bottom level.
...

- Deepak

Deepak Puri
Microsoft MVP - SQL Server

*** Sent via Developersdex http://www.developersdex.com ***

The issue in your example is that [Employees] as an "All" member, which
does not have a Gender property. If you exclude it, then Filter() should
work:

{[Employees].[All Employees]}),
[Employees].Properties("Gender") = "M")
- Deepak

Deepak Puri
Microsoft MVP - SQL Server

*** Sent via Developersdex http://www.developersdex.com ***