Key columns is the cols that uniquely ID a member (there may be many rows from the table that share the same member - e.g. 50% of table will be 'Male' and 50% 'Female'), not necessarily the key col of the table.
Attributes that may have the same name but be different entities, like employee name (can have multiple people with the same name) so should use the tables PK for its key column.
Attribute Hierarchies
These are the single level 'Hierarchies' that exist only for a single attribute. The all level exists optionally as well as every member. Not much of a hierarchy really.
Attribute Relationships
Declaration of referential integrity between attributes. Helps with aggregation, default settings set no aggregations. Every query will hit the lowest level of granularity in the cube unless attrib relationships are set.
This is the real deal RI behind the scenes to help aggrigation. A user hierarchy may be built before or after this step and can be a bit goofy and miss levels but this has to be accurate.
Relationship is either
flexible or
rigid. If you define a relationship as rigid, Analysis Services retains aggregations when the dimension is updated. If a relationship that is defined as rigid actually changes, Analysis Services generates an error during processing unless the dimension is fully processed. Try to define as rigid where possible.
Start at the key and give it an attrib relationship to the lowest level attrib, then work your way up giving that attrib a relationship with the next one up etc...
All attribs should be related to the key at the start of this process. You just want to drag attribs under another attrib to say that the child on the tree 'rolls up into' whatever you just placed under it (2005). 2008 drag an attrib that rolls up into another attrib, onto that attrib. Should end with a left to right path, key/lowest granularity on left, highest, year for example on the right.
Dont forget to make invisible attribs hierarchies that are part of a user hierarchy as they dont make sense without their parents - like month, many occurances of the same name across years looks crazy when all on the same level.
MEMBER PROPERTIES from 2000 become attribs that are invisible - the client browser should still be able to access them through a right click or similar.
Attribute properties
AttributeHierarchyEnabled property hides the atrib from the user as it doesnt create an attrib hierarchy. Attrib is greyed out in attributes pane.
Display folders can be used to group attribs - the AttributeHierarchyDisplayFolder property of the attrib gives a name (if any) of the display folder. Can be a free text property for new ones.