When working with SSAS you can set the error configuration at different levels. Quoted from the MSDN topic "Handling Data Integrity Issues in Analysis Services 2005" (supposedly also valid for 2008R2)
"The ErrorConfiguration object is central to the management of data integrity errors. The server comes with a default error configuration (in the msmdsrv.ini config file). The error configuration can also be specified on the database, dimension, cube, measure group and partition. In addition, the error configuration can also be overridden on the Batch and Process commands."Read more...