How do I get the actual errors when executing an xmla command?

This code:

try
{
    AdomdCommand command = connection.CreateCommand();
    command.CommandText = commandText;
    connection.Open();
    command.ExecuteNonQuery();
}
catch (Exception ex)
{
    MessageBox.Show(ex.Message, "Error");
}

Results in: "Errors in the OLAP storage engine: The process operation ended because the number of errors encountered during processing reached the defined limit of allowable errors for the operation."

I need to know what the "errors encountered during processing" are. How do I get this information?