Carl Rabeler of the Microsoft SQLCat team has just released a really nice set of tools targeted at helping you analyze SSAS performance.

You can read about it here:

http://sqlcat.com/toolbox/archive/2009/02/05/a-solution-for-collecting-analysis-services-performance-data-from-many-sources-for-performance-analysis.aspx

Then download it from codeplex, here:

 http://www.codeplex.com/SQLSrvAnalysisSrvcs