Here are the steps to import data from SQL Server Analysis Services to Excel 2007.
Create a new workbook in MS Excel.
Click on the DATA tab
Select out of Other sources button
Select from “ SQL Server”
Enter the server name/IP address. For example my localhost 127.0.0.1
Choose the login type. Since am on a local machine and I have windows authentication enabled, I will not provide the user id and password. If you are connecting to a remote server, then you will need to provide these details.