After enjoying SQL Server 2005 for about a month, this morning Analysis Services 2005 refused duty. It claimed that the SQL Browser (the tool which redirects requests to the right TCP port on the server, see http://msdn2.microsoft.com/en-us/library/ms165724.aspx for details) was not running, though this service was up and running (according to the services tool in the computer administrator). If I shut down the service and try to start it manually (with the ...\90\Shared\sqlbrowser.exe -c statement), it reports that it cannot start up the SSRP (redirect protocol) and it also fails in the OLAP redirector.
Weird... how come... A few moments of debugging (and a hint of my colleague Kris) later, it turned out that uninstalling the windows update nr 910437 solved the problem. So if you experience the same problem as I do, be careful with installing this windows update.
Nico