We (I found the issue, Chris created the repro) detected a possible bug using DirectSlice and MeasureExpression.
We just posted it here: https://connect.microsoft.com/SQLServer/feedback/ViewFeedback.aspx?FeedbackID=455732
The issue could be very dangerous resulting in wrong query results on cells affected by DirectSlice property and MeasureExpression, depending on the order of the MDX query sent to Analysis Services. We included a complete repro to the bug posted. This behaviour has been tested on both SSAS 2008 and SSAS 2008 SP1.
What I would like to understand is how to use DirectSlice without worrying about this issue…
Please vote the bug if you agree it is dangerous. I would like to get some feedback from MS too…
UPDATE October 16th, 2009: the bug is not a bug, it’s by design – explanation on this post.