Named Set Subtotals in Excel

So many SSAS browsers, so little resemblance... And each browser has an independent view of which SSAS features it cares about and how it will go about implementing them. For example, Excel 2007 will let you use named sets on rows or columns but not as a filter. The cube browser and Report Builder let you use them in the filter area but not on columns and rows.

Issue: Business users have requested a subtotal for named set in Excel 2007. Say, you've defined the following named set in the cube to return the last 12 months from the current month.