Anyone who has built cubes in SQL 2000 and had to deal with the issue of many-many relationships knows how difficult it was to deal with that.
Enter SQL 2005 and the all problems are solved. Really, it is that much easier to handle many-many scenarios in 2005. The implementation is very straightforward. You have your "bridge tables" in your database structure and all you need to do is set them up in the Dimension Usage in SQL 2005 Cube Designer (Visual Studio). Of course, you have to know your structure and data but the rest is easy.
Read more about it here from a white paper on many-to-many by Marco Russo.
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