You could always turn the logging on whilse you build your report. Find the *.oqy file and set the log file property.
The oqy's are normally found in your documents and settings dirs e.g. --> C:\Documents and Settings\steven\Application Data\Microsoft\Queries
The log file setting is just added to the connection property e.g. --> Connection=Provider=MSOLAP.2;Data Source=localhost;Initial Catalog=FoodMart 2000;Client Cache Size=25;Auto Synch Period=10000;Log File=C:\MyMDXLog.txt;