In Dynamics AX 2009 a very common scenario with Enterprise Portal and Role Center is that only users that are local Administrators on the machine where Microsoft SQL Server 2005 is installed can correctly see Microsoft SQL Server 2005 Reporting Services reports (based on Microsoft SQL Server 2005 Analysis Services).
All the non-admin users see the following error message instead:
Here, the non-admin users don't have permission to access the target OLAP cube.
The permissions to access the OLAP cube need to be set up independently from Dynamics AX using Microsoft SQL Server Management Studio (for example). The TechNet article Configure security settings for cubes describes step by step how the correct permissions can be assigned.