Out of the box, no members of the SASUSERS group are allowed to create OLAP Cubes. In 9.2, the error message states "The security package failed while authenticating a user", included below is a screen shot.

The fastest way to remediate this is to allow the SASUSERS group to have WriteMetadata Access on the OLAP Schema. However, I could also recommend that you estabilish an 'OLAP Creator' group and gave that ReadMetadata and WriteMetadata access (so a smaller trained group of OLAP developers would have the ability to create & update Cubes).

Either way, to update the security on the OLAP Schema, in SAS Management Console move to Authorization Manager -> Resource Management -> By Type -> OLAPSchema and Select Properties on the appropriate lowest level listing - by default in 9.2 it's: 'SASApp - OLAP Schema'.