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data mining bis

Hi, I’m trying to apply data mining methods on cube but I’ve encountered several problems…
First, is it possible to work on several dimensions? For exemple, if I have two dimensions : Customer and Location, and I want to predict something which is in my fact table.
If I do "add nested tables" and I put my second dimension, I do not obtain what I want because it take into account each row of the second table as an attribute.
So I don’t know what to do.
If someone could help me….. Ophélie
To simplify my question, is it really possible to process a data mining algorithm on several dimensions??? If someone could answer, it would be very sympathetic.