MDAC 2.5 SDK - OLE DB Programmer's Reference
Chapter 21: OLE DB for OLAP Concepts
Multiple datasets cannot be created on the same command object by using the same command unless the associated rowsets are closed. This means it is not possible to modify the command specification to create another dataset using the same command object if axes rowsets, range rowsets, or flattened rowsets remain open.
If the application wants to operate on the dataset to create a new dataset, it must either close the original dataset before reusing the command or create a new command object.