XMLA Setup
Create a new folder c:\XMLA
Copy c:\Program Files\Microsoft SQL
Server\MSSQL.2\Olap\Bin\isapi folder to the new folder. Copy \Bin\xmlrwbin.dll
file to the folder too.

You may need to explicitly change the ACL for
this folder (c:\XMLA). The updated ACL should allow Read permissions for the
identity of the application pool that is loading the pump (by default, Network
Service)
Create a virtual directory “XMLA” pointing to
the location of msmdpump.dll (c:\XMLA\ isapi)
Enable "Scripts and Executables" on
the virtual directory
Setup security on the virtual directory:
Enable anonymous access only and make sure that the anonymous user has full
access to the Analysis Services.
Create a mapping from ".dll" to
msmdpump.dll in the properties of the
virtual directory (Configuration -> Application Mappings -> .dll =
msmdpump.dll). You may need to hit the
tab key several time until the OK button becomes enabled.

For Windows 2003 server, click on Web Service
Extensions, add a new extension. You must add both msmdpump.dll and
xmlrwbin.dll to the
file list. Go to Application Pools, and create a new application pool.
Right click on it and select Properties, go to Identity tab, for Predefined,
select Local System. Click OK to close.
Test the http://localhost/OLAP/msmdpump.dll
with MDX.htm file. Note that you not
test the URL typing it in the Internet Explorer as you can with XMLA SDK. You can also test the URL with XMLA SDK
Sample Application.