Sirfnet, you can create a named set on multiple dimensions, but the SSAS can't show it in a single dimension any more. The name set, in my testing with ProClarity and Excel 2007, doesn't show up in any dimension. But, you can still reference the set in the MDX statement. So, if you are using a tool like SSRS then you should be okay. If you want the users to use an ad-hoc tool like Excel, they won't be able to see the named set.