You're right with # (1). Just make sure thta if your local machine is running XP SP2 (or any other firewall softwre) that it's not blocking the ports for communicating withthe remote server.
With #(2), you need to have been allowed access via the security roles within Analysis Services, ie you don't put every user in the AS admins group becuase then they could log onto the server and ruin everything . It's through these roles that you can limit what the user/s can see of dimensions (e.g in a world wide sales cube, I can limit my aussie users to only australian sales data by limiting the members they can see within the Sales_Person dimension). You as the administrator need to set up the roles. A simple way to get everyone up and going is to put the 'everyone' windows group into a role. The downside of this is basically you're then saying *anyone* on the domain can view *all* of the data within this cube.
Further to puttingon the roles, each client machine will need PTS (pivot table services). This can be found on each and every Service Pack CD for SQL/Analysis Services. Note that if you put SP2 PTS on a client and your server is actually SP3 or maybe SP4 - you *will* have problems. *Make sure* your P of PTS on every client matches that of the server. I know it sounds obvious, but also ensure that if you're not personally installing the SP's, ensure that whoever is knows that there is a SQL SP and an AS SP - two very different service packs, usually on the same CD, but two downloads if downloading via MSDN.