Creating a hierarchy using multiple dim tables

Hello,

I am new to analysis services. I need to create a hierarchy drill-down using multiple tables. I am using a star schema with the following tables:

FACT, DIM_AGENCY, DIM_MEDIA_TYPE, DIM_MEDIA_OWNER

I would like the hierarchy to be: Agency, Media_Type, MediaOwner but I am only able to create a hierarchy per dimension table. How can I do this? I am using visual studio 2008 to build this cube.

Thanks

Dave SQL Developer