While providing permissions to the set of olap cubes by defining a role, you will come across a option screen "Cell Data". Here you are allowed to choose a specific cube, and provide permissions against three check boxes "1. Enable Read Permissions" / "2. Enable read-contingent permissions" / "3. Enable read/write permissions". If you are enabling a perticular check box, you need to supply an appropriate MDX query for it to filter the data.
If you have enabled a check box, and not aupplied an apprioriate MDX query, then #N/A appears in the measure values.
To resolve this you have two choices
A. Don't check any of the check boxes
B. If you check, make sure you have a valid MDX query supporting that option, to be run by the server for enforcing that filter.
Hope this resolves your issue