Not sure what you are looking for exactly. Do you just want the detail records for what you are looking at for each of the numbers? If so then you can use the Show Details options on the cells and you can override the default behavior for this by creating your own Drillthrough actions in the cube and setting these to be the default in the Additional Properties section.

If you are not able to use the Show Details option because it is greyed out then it is most likely because you have multiple items selected in the background of the report or filtered in the background. Another reason Show Details will not work would be if you are looking at calculated measures. If it still isn't working then you will want to make sure that you have given the end-users the ability to use the drillthrough option in the cube security.

Here is an old post on the PPS Team blog that talks about drillthrough and action support - http://blogs.msdn.com/b/performancepoint/archive/2008/01/17/analysis-services-actions-and-drillthrough-capabilities-supported-in-performancepoint.aspx