When executing reports (Reporting Services 2008) with Analysis Services 2008 as a source I sometimes get an error saying: "Query execution failed for...". The problem seemed to have something to do with large amounts of data (just guessing this...)
To fix this error we had to add SSPI=NTLM to the connectionstring:
Data Source=MyServer;Initial Catalog=MySSASDB;SSPI=NTLM;
I'm glad it's working now, although I don't understand what it actually does...