EXISTING and query context
There had been some posts discussing the multi select problems in MDX. If, for example, you have a calculated measure using CURRENTMEMBER, the measure might not be computable when selecting a set as a WHERE condition. You can take a look at Mosha's blog for more information on this topic (see http://www.sqljunkies.com/WebLog/mosha/archive/2005/11/18/multiselect_friendly_mdx.aspx). Usually you can avoid the pitfalls of the multi select be changing the definition of your computed measures. The EXISTING operator is very helpful in this case. For this entry I concentrate on the EXISTING operator and the pitfalls you are facing.
To illustrate the problem, here's a simple example:
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Tags: mdx