For any users of Analysis Services, if you haven’t already downloaded the Excel (2002/2003) addin you’re missing out.
It’s a free download from Microsoft which significantly expands Excel’s cube querying ability. Well recommended!
Get it at http://www.microsoft.com/downloads/details.aspx?FamilyId=DAE82128-9F21-475D-88A4-4B6E6C069FF0&displaylang=en
[Update 31 Aug 2023: Microsoft have now removed this download – sorry!]