Can you provide some more information in regards to the error that you are seeing? At what point in the package are you getting the error? If you use the OLEDB data source you definitely need to incorporate Format=Tabular in the connection string. What version of SSIS are you using?

I have a Microsoft Connect item currently submitted for a bug with SSIS 2008 in regards to the ADO NET source and there is still an issue when use the OLEDB source in a Data Flow Task within a Loop Container that I have logged here - SSIS 2008 ADO NET Source issue with SSAS data source - error code 0x80004002.

I also have a posting about using SSAS data with SSRS and this does talk about using SSIS against SSAS also.

Using Reporting Services (SSRS) with SSAS data