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How to create linked cube using Analysis services ?

I have SQL server 2000 enterprise edition installed in two remote servers , I need to create an OLAP report that retrieves information from both cubes , I read that linked cubes can do that.
When I pressed new linked cube I named the linked cube and I pressed new data source when I typed the IP address of the other server, an error message appeared "can not connect to <the ip address of the server I typed> due to unspecified error "  , also I tried to press advanced but no use , I have no idea what is the problem , please note that this is the first time I try to create linked cube.

I am using SQL server enterprise 2000 & anaylsis services on both servers.
The OS is Windows server 2003 sp2 .
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Aaron Shilo
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The error I was having was solved by installing SP3 & 4 for Analysis services , apart from that the article was helpful concerning the linked cubes.