Thanks to Romeo Pruno, I just discovered a sample of Excel 2003 customization to access OLAP data through task panes. While this article deserves to be read, I think that client customization is a sort of “last resort”, to be applied only for particular customization. I prefer to use clients that are functional-complete by itself and that allows user to customize reports and queries without writing code. For this reason I think this is a good introduction for people who want to build a customized solution, but is not a way to solve the lack of functionality of Excel 2003 (like Search members), many of them will be present into Excel 12.