Hirarchy help regarding the FullName

I am trying ti build hierarchy based on FirstName,MiddleName,LastName,ContactID

My Dimension table contains

ContactID,EmailAddress,FirstName,LastName,MiddleName,Phone,Title

My Hierarchy

FullName - Showing Error in the header saying 'attribute relationship do not exist between one or more levls'

FirstName
MiddleName
LastName

for each attribute i have changed
Key Column for middlename
middlename comes after firstname

and same with lastname
firstname,middlename,lastname

and made the relationship as rigid.
How to get rid of this error(all errors)

Is it possible to do?

Smash126