Enterprise Guide has a wonderful OLAP Viewer if you don't/can't use the web stuff. I went to the SAS Course 'Creating and Exploiting OLAP Using the SAS System' which has in the Course Notes some great steps on using EG for OLAP Viewing. Basically, the 'Tasks by Category' menu has an item called 'Open OLAP Cube' which connects to your OLAP Server & allows you to view/analyze your OLAP Cube.

The other thing you can do is download a SAS .dll file for Microsoft Excel & open OLAP Cubes in a Pivot Table. This is almost better (shame on me) than the EG Viewer. I have less problems filtering items.
http://www.sas.com/apps/demosdownloads/inttechclientwn_PROD_9.1_sysdep.jsp?packageID=000301
(Thanks go to Bob W. from Australia for this topic idea!)