check the "Reporting Services Configuration Manager" >> Execution Account
Wat's the connection string specified in Dynamics AX OLAP database?
This means ssrs cannot log into sql analysis services.
There are a few places where things can have gone wrong here
First, there's a firewall port that needs to be opened to allow remote access to ssas. If your ssrs and ssas services are not on the same machine, you might need to open that port. Search for analysis services ports on msdn and it should bring up the info.
Does the account listed in your error have access rights to ssas? Might need to add it to admin role on ssas.
The connection info used to connect comes from a pair of table in the dynamics ax sql database. The BIOlapAdmin form should show the settings. Check that there is a record for your ssas server and that there is a record for your ssas database, and that both records have the default field set to true.
You can also try overriding the connection string in the report data source. The data source for analysis services reports is named DynamicsAXOLAP.