Linda:
As far as I know, Data Analyzer is a client side product that would be
querying an OLAP Server. So, *I think* your question is more along
the lines of: "How scalable is the OLAP server?". Of course a lot
depends on the size and number of cubes and dimensions you are using,
network bandwidth, memory, etc. etc, but I'm sure 500 is a reasonable
number for most scenarios.
Here is some more information on Scalability and Performance of SQL
Server Analysis Server:
http://www.mosha.com/msolap/tech.htm#Performance
If you are looking for dynamic, web hosted reporting with many great
features (export to PDF, scheduled reports, charting etc), you may
want to check out SQL Server Reporting Services, which is a freebie if
you already have SQL licenses. It can report from OLAP sources as well
as OLEDB and ODBC sources. Should release this month.
http://www.microsoft.com/sql/reporting/default.asp
HTH,