MDX query in reporting services 2005

I am developing reporting services reports using an MDX query for the dataset,

I have created the query, which has numerous calculated members (on the time dimension) in Management Studio, and this works fine, however I cannot figure how to get this query working in the reporting services DATA tab. I get the error message "The Connection is not open", any help / direction on this will be greatly appreciated

Thanks

[447 byte] By [Umeshgopal] at [2007-12-24]