Well, the drill-through to detail was giving me a nasty error today. Go figure. Turns out the Library must be preassigned in SAS Management Console (SMC). Right click on the Library Name in SMC, choose Properties. On the options tab, click 'Advanced Options'. Then check the box next to 'Library is pre-assigned'.
The all important next step is to stop and start your OLAP Server. Good luck with this one - your users might get peeved. Then from OLAP Cube Studio, you can safely choose the 'Use Input Table for Drill Through: table_name' or 'Select table for Drill-Through from list:'.
Refer to SAS Support Note SN-015268 for more information.