Thanks for this article, think it's very useful.
Just one addition, there's no need to change the language of the Excel client and restart.
I found it much easier to add the Parameter "LocaleIdentifier" to the connection string.
If you like the german Translation use the following connection string:
Provider=MSOLAP.6;Integrated Security=SSPI;Persist Security Info=True;Initial Catalog=<<CATALOGNAME>>;Data Source=<<SERVERNAME>>;Extended Properties="LocaleIdentifier=1031";MDX Compatibility=1;Safety Options=2;MDX Missing Member Mode=Error
the [highlight]Extended Properties="LocaleIdentifier=1031";
[/highlight] does the trick
Replace the 1031 to 1033 to have the english language.
More language IDs can be found here for example