I have this setup correctly such that I can view my SSAS db remotely through Management Studio. While in a report project, when I setup a shared data source using the same HTTP url as the server, if I turn off SSPI in the advanced tab, when I "Test Connection", it succeeds. However, if I create a report using this data source, it says:

A connection cannot be made to the database.

Set and test the connection string.

Non-Windows user credentials were supplied for a non-http connection to Analysis Services. The Microsoft SQL Server Analysis Services data extension requires Windows Integrated Security unless connecting via http or https.

Any ideas as to why?