If you've ever had this error "OLE DB error: OLE DB or ODBC error: Operation canceled; HY008." appear while processing your cube you may be a little confused.  Here were some of my frustrations with it:

• First, this error doesn't really give you a single place to start looking.

• Second, it may produce errors on several attributes that it has nothing to do with.

• Last, there are plenty of references online asking questions about this error but not a lot of answers.

The only clue I had was one warning line after all the errors that referenced the column that was the culprit.  The warning didn't even really directly tell me the problem but it did show me a column to look at.  Turns out there were nulls in this column that caused the problem.  I should have known!  However, with the laundry list of errors that I was given it, that had nothing to do with the real problem attribute, it was hard to determine that nulls in a column was the real problem.  Hope this helps!