Doesn't work on O2K (sigh) but upgrading to O2K3 and I can confirm it works fine.
But I still get the message sometimes when changing the measures. Say I select a breakdown of more time into minutes from hours then I get the message. But adding another fact and then removing the same fact allows the refresh.
In fact it's quite strange. When you get the message ignore it, try again and the refresh is permitted.
Still very buggy Microsoft.