SSAS: Executing Arbitrary SQL queries

I had a question a little while ago via my blog about possibly using a rowset action to execute a SQL query against a specified table. Although a rowset action will allow you to enter a SQL query, such a query is still executed against the current cube and only the subset of SQL supported by SSAS can be used. Basically the rowset action just returns a flattened result set.

However what would be possible would be to write a .Net stored procedure and use that to execute your SQL query. The code itself is really simple, the whole procedure only takes a few lines: