I understand MS AS service can not be clustered.
What about the data? Can I put my OLAP data
on a shared storage (clustered) disk?

Analysis Services can be clustered. See the following article.

http://support.microsoft.com/default...scid=kb;en-us;

However, in most cases, I'd actually recommend that you use an NLB based
approach for availability and scalability.

See
http://www.microsoft.com/technet/pro...e/olapsite.asp
for more info on how to use NLB for this.


--
Sean

--
Sean Boon
SQL Server BI Product Unit

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"ivo" <ivo (AT) ivo (DOT) net> wrote