I believe the problem is with impersonation. What you might need to do is

1) See if your OLAP Service is started(Quick check in the services).

2) Open the cube, double click the data source in the data sources tab.

3) Click the impersonation tab in the dialog box opened.

4) change the username password or use other options. Most times I use Inherit or service account.

I think that should solve the problem, unless I am missing something.