When using the Scorecard wizard from within the dashboard designer, one of the options is to import SQL Server Analysis Services KPIs, as shown in the below screenshot.
In order to use this import functionality, the PerformancePoint Server Web Service must reside on a server that also has the Microsoft.AnalysisServices.dll installed - which gets installed with SQL Server Analysis Services 2005. If this DLL exists on the same server as the PerformancePoint Web Service, then the dashboard designer can import KPIs from any SQL Server Analysis Services server, not just the Analysis Server that resides on the PerformancePoint server.
Without the DLL on the PerformancePoint Server Web Service machine, you will be unable to import KPIs from any Analysis Services server.
Alyson Powell Erwin (email@example.com)