Project Server 2007: "You must have the valid Analysis Services database name and cube name."

I know how long you took to setup analysis services (if you did a server farm environment deployment with App and Web Server on a separate box and SQL on another) and now you run into this error when you try to create a new view and connect to the cube.

You get the fallowing error: "You must have the valid Analysis Services database name and cube name." It's not the best feeling in the world.

I took a look at this link, they said that it's all about enabling "Access data across domains" in Internet Explorer (Tools > Internet Options > Security > Trusted Sites > Custom Level). I just say add the PWA URL to your Trusted Sites.

I tried that and it didn't work. I'm quite sure the full working solution would be:

• Ensure Office Web Components are installed.
• Install Microsoft Core XML Services (MSXML) 6.0
• Install Microsoft SQL Server 2005 Analysis Services 9.0 OLE DB Provider
• Ensure that PWA URL is added to your Trusted Sites

The MSXML and OLE DB can be downloaded from here.