Add a UDF function to the MDX expression box in 2005 like in 2000

I am using a UDF (User-Defined-Function) in SSAS 2000 and want to migrate to SSAS 2005.

In 2000 you can add the UDF Function quiet easily as a MSDN article explains:

To add a function to the MDX expression box, place the cursor where you want to insert the function, select a function in the Functions box, and either double-click or click Insert. The function syntax appears in the MDX expression box. Replace arguments and their delimiters (« and ») with the appropriate values.

Here are two screenshots from the SQL Server 2000: