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We have an SSAS server with a cube deployed on a server over the WAN.. We are trying to connect to the cube from Excel on various client workstations. The server is not on a domain with the clients. It "works" for some of us but not for others. We are trying and failing yet to determine what the difference is on the machines that work versus the ones that don't. However, even for the ones that work, it isn't as seamless as we think it should be. I'll explain:

In Excel, we use the Data-Other Sources-Analysis Server option, which presents us with the standard dialog: standard dialog

Now, we believe the firewall and server settings are correct, because we are then presented with the dialog which lets you pick which cube to use from the server: pick a cube dialog

And, clicking "Finish" lets Excep being to work with the cube, as evidenced by the standard Excel dialog: all seems OK

But then we are presented with the dreaded "transport layer error" message: transport layer error

Note that this error appears even on the machines that "work." What makes them "work" is that after clicking OK on that dialog, the next dialog appears: mysterious new dialog

Once this dialog appears, you re-enter your password, and everything "just works" after that. While I'd like it to "just work" without that second dialog, at least it works... But on many machines we've tested this new dialog never comes up. Instead, they just get the following error message, leaving them out of luck: final error

Can anyone offer any advice for this? Thanks!

A: 

Do the connections work if you allow "NT Authority/Authenticated Users" or "NT Authority/Anonymous Logon" to connect? Would help troubleshooting at least, but it's not a great idea to leave it like that ;)

Meff
thanks, but no dice.. I even tried "Everyone" just to see if that would work. Same problem.
Travis Laborde