EPM, Project Server 2003, Project Server 2007, MOSS 2007, Portfolio Server2007
You want to configure Data analysis Views in an extranet configuration. Here are the steps I did:
See the attachment for a screen shot of the configuration
If you have extranet users, it is also important to note that Office Web Components require port 2725 or 2383 to allow a direct connection to SQL Server Analysis Services. Even though access is enabled over port 80 via HTTPS, if port 2725 or 2383 is not available, the dynamic OLAP reports will not be able to access the Analysis Services data.