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Filtering on two different dimensions with an "OR" condition

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Can someone comment on (or suggest another approach) based on the following statement?

A search predicate that spans several dimensions resolves to a  
set of tuples (pairs, triplets etc of members of the referenced  
dimensions). This set may be huge because the set of all tuples  
is the Cartesian product of members of these dimensions. This is  
one reason why it has not been implemented. If the dimensions are  
large it may be better to extract a large result set from a cube  
than generate a humongous MDX statement that may take longer to  
parse and interpret or may even exceed DBMS limits.

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