Cannot get caching to work for a report based on an AS cube - kbutterly

Good morning all,

If anyone can help me with this, I would really appreciate it.  We are
working with a Windows 2003 box.  Both the reporting services and the
Analysis Services are on the same box

From Report Manager, I can run the report, Home > My Reports >
BudgetActualsReport, with no problem.  The problem occurs when I try
to set up caching.

Here is what I have tried, in detail

First I go to Properties -> Execution and click the radio button for
number of minutes" for 30 minutes. I get the error:  "Credentials used
to run this report are not stored"

So then I go to the Properties -> Datasource and add my username and
password  in the "Credentials stored securely in the report server"
The datasource is configured as a custom datasource, with the string
in the format:
When I try to run the report, I get error:
Non-Windows user credentials were supplied for a non-http connection
to Analysis Services. The Microsoft SQL Server Analysis Services data
extension requires Windows Integrated Security unless connecting via
http or https. "

So then I go to the Properties ->Datasources and check the box next to
i run the report, I get the error:
Cannot impersonate user for data source 'DS_Name'.
Logon failed.
Logon failure: unknown user name or bad password. (Exception from
HRESULT: 0x8007052E) "

So then I go to the Properties ->Datasources and check the box next to
to the data source"  When i run the report, I get the error:
Cannot impersonate user for data source 'myDW_OLAP'.
Logon failed.
Logon failure: the user has not been granted the requested logon type
at this computer. (Exception from HRESULT: 0x80070569)"

I have also tried all the above with a SQL login and password.  I get
the error:
Cannot create a connection to data source 'myDW_OLAP'.
Non-Windows user credentials were supplied for a non-http connection
to Analysis Services. The Microsoft SQL Server Analysis Services data
extension requires Windows Integrated Security unless connecting via
http or https.

So, can anyone point me to any resources that explain, in detail, how
to set up caching when the datasource is an AS cube.  My DBA doesn't
know anything about AS, so I'm on my own.

Thanks,
Kathryn