Hi there,
I'm also working with Data Analyzer and found that it can't handle large volumes of data. Even if you load it directly on a server, it's still very slow. It either freezes up or the application just shuts down. I don't know if there are any 'fixes' - I havn't found any.
Cognos is nice - the interface not as nice as Data Analyzer, but you can do much more with Cognos. Also see thread :"Is there a good OLAP tool ?" and al the responses.
Good luck and hopefully Microsoft will rethink Data Analyzer and make the necessary changes to make it a world class product!
Cheers
Dewald