Anyone developing cubes who uses Excel as an analysis/debug tool may find there are a couple of limitations. One of these is knowing what MDX is generated by Excel to query your OLAP cubes.
Yes, you could run a SQL Profiler trace on the SSAS instance and find out that way but its easier to install the OLAP PivotTable Extensions. This will let you view the MDX directly in Excel amongst other things.
Im surprised i only just came to know of this today since this utility has been on Codeplex for some time. Better late than never!