I am trying to set up a linked server to enable me to run an MDX query and
return some totals to my SQL server db from Anlaysis services. I have set
up the linked server in Enterprise Manager and have specified the server
location and catalog and I believe this is done correctly (if I change the
server name or catalog name to something obviously wrong it hangs for a
while and returns an obscure error). However I am having trouble with
security, if i click on the Table tab under my linked server in Enterprise
Manager I get an Access denied error. Is this a reliable way of testing
the connection?

I log into Analysis services and Enterprise manager using Windows
Authentication so I would have thought the security would be straight
forward - I am an administrator on the server as well as olap administrator.
I have tried various option in the linked server security tab - eg 'using
the login's current security context' - wouldnt this use my Windows
Username/Pword on Analysis Services? I have tried adding a login - the
local login drop down lets me pick 'mydomain/my_username' and then Ive tried
it with the the impersonate box ticked and with my Windows login/password
entered as the remote login. This combination does let me onto the server
and it does let me into analysis services. However none of these seems to
allow me access to the linked server.

I was successfully able to connect to a SQL Server 'Linked server'.

Any help appreciated on where I might be going wrong!

Many thanks,
Jez.