Now a days I am working on the Analysis Server 2000. So I shall try to share some things of my experiance for following few days.
Analysis Server 2000 with service pack 4 has this following bug when you try to access it from Sql Query Analyzer.
Server: Msg 7358, Level 16, State 1, Line 1
Try the following links for that. What they recommend is to get a hot fix for it. and dont get that hotfix if the issue is not critical for you.