Try

SELECT

NON EMPTY{

{[Measures].MEMBERS} *

{[DIMLINEOFBUS].[LINEOFBUSTYPE].&[Commercial],

[DIMLINEOFBUS].[LINEOFBUSTYPE].&[Auto],

[DIMLINEOFBUS].[LINEOFBUSTYPE].&[Residential]}

ON COLUMNS,

NON EMPTY {

{[Dim Geographic].[COUNTYNAME].[All].children} *

{[Dim Geographic].[CITY].[All].children} *

{[Dim Geographic].[POSTALCODE].[All].children} *

{[Dim Geographic].[LOCATIONID][All].children}

} ON ROWS

FROM (select [Dim Geographic].[Policy].[STATECODE].&[27] on columns from [Cube]);

Do you need all the measures?

In addition have you set the attribute relationships correctly on the Geography hierarchy? Below is a link to this

http://www.bidn.com/blogs/DevinKnight/ssis/1099/ssas-defining-attribute-relationships-in-2005-and-2008

There is no time selected in the MDX - is this correct?

Have you set aggregations in the cube?

Questions, questions....

Mack