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SSAS Order () optimisation

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I have searched through these forums and all over the net but have struggled to find an answer, which leads me to believe there may not be a quicker way.  It would be nice to understand though.

I have the below MDX and it takes 6 seconds to run. It returns ~100k rows.

When I uncomment the ORDER() it takes 1+ minute to run.  So why does the ORDER() take 59 seconds to sort a list, when I can do it in code much much quicker.  What is the reason for this and can it been improved?

I want to add the SubSet() in after the order to only return a certain number of items so as to not have to deal with all the data in the system, but without the Order() working quickly the SubtSet is not possible.

SELECT { [Measures].[Measure] } ON COLUMNS , //ORDER //( { ( [Item].[Item].[Item] ) } //, [Item].[Item].MEMBERVALUE, BASC) ON ROWS FROM ( SELECT ( { [Item].[Company].&[388] } ) ON COLUMNS FROM [Cube] )

FYI - did the below which helps for MemberValue, but other attributes can be tricky.

http://social.msdn.microsoft.com/Forums/en-US/sqlanalysisservices/thread/4d919e7a-3f14-44fe-9438-282f384a4445

Edit: In fact setting the OrderBy on the DimensionSttribute didn't help the Order query speed at all.

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