When building a cube for the first time,  a deployer will sometimes see an error similar to the following error message in the Cube Status screen:

Failed to build the OLAP cubes. Error: Analysis Services session failed with the following error: Failed to delete the Olap database: PWA_AnalysisServices. Error: Your permissions on the server computer do not allow you to administer this Analysis server. Error:

Typically, this error is caused by failing to correctly or completely follow the directions outlined in this article on configuring Analysis Services 2005 to work with Project Server 2007. It can also caused by not restarting Analysis Services after you give the SSP account administrative permissions to Analysis Services — this does not appear in the aforementioned article, but it is sometimes required.