Hi,

have you checked your MDX query result set... take your MDX query and execute it on cube directlly. than check it is there any measures return any infinite value. If yes this is the problem. If your measues return any infinite or #error value and you want the same to retrive it from linke server using select statment it will through you an error.

Probable Solution is : handle exception like value/0 using if condition on calculate measures

Regards

Binayak