Normally this is combination isn’t a problem – if you did everything fine directly from the beginning. If not, this could cost you quite a little time to make this working.

First you must follow the pre requirements that are listed on this link for SSAS 2005. When configuring Ax for OLAP, the server-name must contain the instance-name: <HostName>\<InstanceName> even if you aren’t explicitly asked for (the server-name is always the host-name + the name of the instance). In most of the cases the story ends here.

If you did forget to add the instance-name, or if any networking-problem made is impossible to access the SSAS (as you might imagine, this isn’t an impossible scenario ;-) you have to verify that Ax4 is still configured for SSAS 2005. You can do this with the following SQL-query:

select servertype from olapservertable 

The value 1 for servertype means that Ax4 is now configured for SSAS 2000 and you should now update this value to 3 (which stands for SSAS 2005). This can happen since an error during the attempt to connect to SSAS will be interpreted as a wrong version of SSAS and Ax4 will take the fallback-configuration (which is SSAS 2000), even if this wasn’t the problem in the beginning and creates now a new problem... A typical connection-error related to missing pre-requirements or a wrong server-name is:

'setServer' in COM object of class '{A4D49012-F5A5-4d86-8978-863A41277677}' returned error code 0x80131500 () which means: A connection cannot be made. Ensure that the server is running.

If you did install all pre-requirements correctly, the server-name is spelled well and servertype is set to 3 and you still can’t get the OLAP running, please follow the trouble-shooting recommendations from this link.

If all this doesn't help, please write a comment, and perhaps I can help you…