MS_SQL Analysis Services must be installed on the machine that is doing the cube processing.

I too have yet to find a way to see other servers in the tree list. However, if you're exporting the DTS package to other environments, LOCAL SERVER is your...

Use a variable to store the sp's returned value, so long as the sp returns a single value (not multiple values)?

For example:

exec @recCount = prRecCount ?

I think you just need to include an alias, such as:

CASE

....

END as AddressNumber