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You know, selecting calculated members in Excel is not an option. I talked about this issue more than three years ago for the first time:
The upcoming new versions of SQL Server 2008 R2 and Office 2010 will solve the issue (you need both). Chris Webb described the solution in his blog.
Thus, in 2007 this breaking change was "by design" and three years later it has ben fixed. Funny.
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About Marco Russo (SQLBI)
Marco Russo is a consultant, writer and trainer specialized in Business Intelligence with Microsoft technologies. He runs the SQLBI.COM website, which is dedicated to distribute resources useful for BI developers, like Integration Services components, Analysis Services models, tools, technical information and so on. Marco is certified as MCT, MCDBA, MCSD.NET, MCSA, MCSE+I.