I found a solution on SQLDev - [Not exactly what I was looking for but similar]
http://www.sqldev.org/sql-server-analysis-services/aggregate-function-none-11910.shtml
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Hi Sandrine,
I think you need to set the IsAggretable property for the parent-child hierarchy, not setting the aggregate function for the measure.
Double click the Countries dimension, right-click Parent/Child hierarchy in the Attributes pane of the Dimension Structure tab, and then click Properties. Scroll to the IsAggregatable property, and then click False in the property’s drop-down list. After that, the subtotal/total will not appear.
Aggregate function for a measure determines how to display the value along with the dimensions, it will change the fact value aggregate behavior, has no relationship with subtotal/total of a dimension. And if you select None for the aggregation, no aggregation is performed, and all values for leaf and nonleaf members in a dimension are supplied directly from the fact table for the measure group that contains the measure. If there is no value, it will show NULL. More information, see:
http://msdn.microsoft.com/en-us/library/ms175623.aspx#AggFunction
Hope this helps.
Raymond