If you happened to face the above error while trying to install the FoodMart sample Microsoft 2005 Analysis cube, then you may probably have the same problem as I had.
Go to FoodMart 2005's H/R Cube, go to Calculations, change to Script View, then comment of starting from below line
/* CREATE MEMBER CURRENTCUBE.[MEASURES].cellsecurity
.
..
..
end scope; */
This will then skip the error.