Hi all, thanks for all your responses.
Debbie, I attached sales.abf in zip format. I hope you would be able to restore the multidimensional database from this file into your SSAS server.
David, did you mean "An existing connection was forcibly closed by the remote host", rather than "existing condition"? Probably this was caused by the database was not restored/created properly. Would it be possible to try to restore it from the attached zip file. If this doesn't work, try creating a new SSAS project in BI Development Visual Studio than deploy it to your SSAS server. This is to validate if your SSAS server can create and host a database. I found that the SSAS on the November edition of SQL Server 2008 is not stable; is this is the version that you are using? Or are you using 2005?
Arthur, did you get the error that you mentioned in the SQL Server Management Studio (SSMS) when you try to do step 4.3, which is "Let’s drag to Drop Totals or Detail Fields Here, drag Month to Drop Row Fields Here, drag Product Category to the Select dimension area and set it to Book"? Or did it happen in BI Development Studio (BIDS) when you load the SSAS project? If this error happens in BIDS, try using SSMS. Like the error that David had, it seems that the error that you had, "Error HRESULT E_FAIL has been returned from a call to a COM component" is not related to SSAS. Perhaps we can try verifying your environment first, by creating a new SSAS project on BIDS and deploy to the SSAs server? Then we can try dragging the attribute to the right hand side area on figure 6.
Arther, I just read your 2nd post, which was your response to Steve. So you restored the SSAS project into your BIDS. Step 4.3 of my article (figure 6) is done using SSMS, not using BIDS. Perhaps you want to try browsing the cube (and issuing MDX statements) using SSMS?