Hi again,
I really hope someone are still trying to find a solution to this.
I think I have managed now to find ways to solve everything else in my current project, but this is preventing me from being able to present it to my customers (which I am supposed to do in a week from now).

I would not be surprised if the solution is a quite simple method or setting that I am missing, but after having spent two full days on it I still have not been able to figure it out. 

Hi,

I have done so, but the result was not quite as I hoped it would be.

I used this code for my data connector:

<olap:XmlaConnectionSettings x:Key="xmlaSettings"                     ServerUri="http://jj/xmla/msmdpump.dll">                 <olap:XmlaConnectionSettings.DiscoverProperties>
                    <olap:XmlaQueryProperty PropertyName="LocaleIdentifier"  Value="1044"/>               </olap:XmlaConnectionSettings.DiscoverProperties>                <olap:XmlaConnectionSettings.ExecuteProperties>
                    <olap:XmlaQueryProperty PropertyName="LocaleIdentifier"  Value="1044"/>                </olap:XmlaConnectionSettings.ExecuteProperties>
            </olap:XmlaConnectionSettings>
 <olap:XmlaDataSource x:Key="pivotGridDataSource" ConnectionSettings="                                 {StaticResourcexmlaSettings }"">
  </olap:XmlaDataSource>

But no Norwegian characters were rendered in the controls. I found however that this enabled me to get the translated object names from the Cube, and naturally this will also be useful later on.

But still if any data-element contains our special Norwegian characters these are not are not displayed correctly. I have checked some filtermember captions during debugging and find that our troublesome characters are being transformed into two-character codes

(we have a character looking like a combined a and e -æ- and this is found as ascii characters 195 and 166 - æ  - )     

--What may help you a bit identifying the problem is that when I paste strings containing these 'garbled' characters into notepad, saves as Ansi and re-opens the document, the characters are just fine.

  Regards Jorvart