cannot connect to analysis server

I have installed sql 2k and analysis service 2k including sp3a on my PC with XP professional. When I try to connect to the olap service from the olap manager I get the "cannot open connection to the analysis server". Does any one has a clue on a solution?RTFM ... :D

You'll need to setup an ODBC - Connection to a msdb-file (foodmart sample) before you can use analysis manager for further proceedings ...

Do a quick browse through the "getting started" docs offered in the analysis manager result pane - (you'll not need 60minutes as is noted there to read them, just find the first step - "setting up an odbc dsn") -
from then on, you'll be able to connect to AS.

IMHO, a kind of really strange desgin , I just stumbled into this myself ...