Analysis Services has a feature called personalization extensions which allows for a cube to have characteristics that are defined at the time the cube is used. For example, the user can access sets and members and kpi's that are specially defined for them alone.
One limitation is that there is no way to determine the context in which the user is accessing the cube. Because the personalizations can slow down the connections, we only want them to occur within Excel pivot tables. In other scenarios (eg. connecting from custom-written applications) we don't need the personalizations.
We were hoping to be able to access connection string details from the personalization extensions (SspropInitAppName or CustomData) but that has proven impossible.
See http://social.msdn.microsoft.com/Forums/en/sqlanalysisservices/thread/81fa6cfe-898d-4f17-b7e6-87bd31083d91 for more info.