set Conn = Server.CreateObject("ADODB.Connection")
Conn.Provider = "msolap"
Conn.Open "provider=msolap;data source=server;user id=;password=;Connect timeout=120;Initial catalog=database"
TestMDX = "select col on columns, row on rows from test"
set cells = Server.CreateObject("adomd.Cellset")
set cells.ActiveConnection = Session("ADODBConnection")
cells.Open TextMDX