My laptop is not showing the screen print so I am taking a blind stab here, but consider this:
1. The WHERE clause in MDX is evlauted before the axes.
Furthermore, the contents of a WHERE clause are evaluted as one unit (SUBCUBE)...not as two separate
members. Whereas, if you put that same set on an AXIS those members will display separately.
2. A set or tuple in a where clause is the equivalent of having the EXISTS function on both axes.
3. The currentmember function returns a member. So, in the case where your WHERE clause contains more than one member from an attribute that the hierarchy corresponds to, the CurrentMember function will return an error.
EDIT: Basically what I am saying is, "Don't use the CurrentMember function if your where clause contains more than one member from the same dimension. Otherwise, you will get an error.":-)
In business terms, what are you trying to accomplish?