Just installed the SQL Server 2008 July CTP and started to play... Thought it'd be nice to throw it at you here... the first thing I did:
- I created a simple table Member(MemberId, MemberName, MemberType) in my new Test database and put some test data in it.
- Fired up the BIDS and created a new Analysis Services project
- Created a new dimension and saw some new things:

- I just wanted to create a dimension on the Member table, so I clicked Next a couple of times to finish the dimension
The first thing I saw - besides the new tab page for Attribute Relationships - was the blue line under Member. This was caused by the following message: "Create hierarchies in non-parent child dimension". So... I dragged the MemberType and MemberName property of my dimension to a hierarchy and gave it the name "MemberType - MemberName".
The blue line was still there, but now saying: "Avoid visible attribute hierarchies for attributes used as levels in user defined hierarchies". In order to make sure this warning goes away, you need to change the AttributeHierarchyVisible property of the attributes to False.
Since I created a hierarchy, I now need to define attribute relationships. This is easily done on the Attribute Relationships tabpage (I really like this new feature):

Be sure to set the appropriate relationships to Rigid. Not sure for which ones this has to be done... I now changed the bottom one and the warning about this (another blue line on the Dimension Structure tab) disappeared.
Also, I changed the key column of the MemberName attribute by adding MemberType to it, to make MemberName and MemberType a unique combination. Although I'm not sure if this is still needed in Sql2008 because I didn't see any warning for this...
After processing the dimension and browsing the data everything looks fine. I must say that I like the new features so far and I will look into all new stuff in the near future to see if I can find out how it works.