How slow? How many rows? Is the cube on a local disk (faster) i.e. on the same PC or being acessed across the network (slower)? How fast is your PC?
On slow PCs I have found that once the cube "warms up" it goes faster (seriously, I'm not kidding, it must be caching data locally)
Please let me know your experience because I'm about to commit to an XP PivotTable-based MIS strategy!