Same with us. We're running SQL 2008 on Windows Server Enterprise and were getting the error "No connection could be made because the target machine actively refused it 127.0.0.1:2382 (System)" when trying to connect to SSAS locally. Adding rules to windows firewall didn't help. Only until switching the SQL Browser service account from "Local Service" to "Local System" did we get success connecting.

I'm guessing this was due to the Browser service not listening on port 2382 when running as "Local Service". Doing a

netstat -ao |find "2382"

only returned results when the service is running as "Local System".