Thanks - yulia.klimov, your answer below is still helping people. It solved my problem running the basic tutorial using AdventureWorksDW2008R2_Data.mdf
yulia.klimov (12/20/2010)
it seems that the SQL server that has your relational database has 'NT AUTHORITY\NETWORK SERVICE' rights wrong.Go to your SQL server, expand security and then expand Logins, find 'NT AUTHORITY\NETWORK SERVICE', double click. See what roles it has, probably only public checked. Mark everything else. Since you set up 'NT AUTHORITY\NETWORK SERVICE' to be a default service account, you can give it more rights that public.