If you are a regular reader you may remember that the loading of the Microsoft SQL Server 2005 SP2 component "Reporting Services Add-in for Microsoft SharePoint Technologies" broke the OLAP cube builds as it removed a required component when used on an aplication server that was not the SQL Server host too. Well if you load the February update to the SQL Management Objects (rather than the November issue) available as part of the Feature Pack release then this problem is resolved!
Feature Pack available here
Microsoft SQL Server 2005 Service Pack 2 available here
Don't forget (like I did) to load the add-in for SharePoint on your web front ends as well as your app server - or you will see an error as your front end web.config will be referring to a component (RSSharePointSoapProxy) that your web front end knows nothing about.
Technorati Tags: Project Server 2007