SSAS-Info.com

... 

While SharePoint ships with a set of filters that allow users to build interesting dashboards, and while one of them allows you to select dimension members for filtering, the solution is by no means a one-size-fits-all solution. Apart from the issue of having a somewhat convoluted way of doing single select (you essentially need to un-select all elements one way or another and then select the item you want - and then, when you want to switch from one member to another, you need to remember to un-select the previously selected one).