Do you have your attribute relationships set up in the dimension? To avoid this style of issue, we also generally create unique keys for each attribute value. So for e.g., if you have the following info (simplified)

Year Quarter

2008 Q1

2008 Q2

2008 Q3

2008 Q4

2009 Q1

2009 Q2

we would set the key for quarter to be something like 2008Q1 and 2009Q1 rather than simply Q1 for both years.