1. Open SSMS and connect to SSAS
2. Right-click on the "Assemblies" node and select "New Assembly"
3. Use the browser button next to "File Name" to select the DLL. Please make sure to select the right dll (2005 or 2008).
4. Check the "Unrestricted" option under "Permissions"
5. Check "Use the credentials of the current user" under "Impersonation
6. Give "Read\Write" NTFS Permissions on "C:\Temp" to "Everyone" on the SSAS box. This is needed for "Current User" to create a local cube.