Yes there are, if you right click the connection in Management Studio and go to Properties then go to the general tab.

Of course, these are system settings that usually should not be changed unless you are sure of the effects of changing them.

Please read about these settings in Books Online and reference the preformance white paper from Microsoft - http://download.microsoft.com/download/8/5/e/85eea4fa-b3bb-4426-97d0-7f7151b2011c/SSAS2005PerfGuide.doc

In the bottom left, click Show Advanced (All) Properties -

There are a couple of settings that should be defaulted:

OLAP \ LazyProcessing\MaxCPUUsage - default should be .5 which means use half the prcessors available.

If your processing is not LazyProcessing, then look at:

ThreadPool\Process\MaxThreads and MinThreads - they are default at 0 which does not limit the threads. You could change this to 4 and see what happens