It seems there are many issues that can cause this error. But in my situation it turned out to be a permissions issue.
It appears that other TFS 2010 reports use the service account (i.e. TFSReports) to access SSAS. However, it seems that the burndown chart in the TFS MSF v5.0 Agile Iteration Backlog Excel file passes the current user credentials to SSAS to get chart data. As only the TFSReports account had access, the burndown chart request was denied resultign in the error noted above.
To fix this I:
- Opened SQL Svr Mgmt Studio on the data tier
- Connected to Analysis Services
- Expaned the TFS Analysis DB
- Expanded Roles
- Right-clicked on TfsWarehouseDataReader and selected Properties
- Clicked on Membership
- Add the group (or users) needed
After that I no longer got the error and was able to pull data into the burndaown chart.