I have found a great BLOG at http://geekswithblogs.net/ManicArchitect/archive/2008/01/22/118801.aspx
it discuss the way to find and Kill an SSAS session:
If you have a reasonably large Analysis Services implementation with users running adhoc queries via multiple tools (ProClarity, Excel, etc…) then you have probably run into problems with long-running queries. While longer-running queries may be acceptable in many data warehousing implementations, there will occasionally be a query (maybe even more than one 😉 ) that causes resource issues and runs beyond the established limits of reason for your environment. Analysis Services does not have a native tool in SQL Management Studio for monitoring session activity and/or killing connections (hint: please add one). There is some sample code you can get from Microsoft along these lines but I wanted something simpler. In digging around for info on how to do this I found pieces of how to do it but nothing comprehensive so this is what I have put together so that I can do this through the SQL Management Studio.
Open a XMLA query window connected to the Analysis Services server in question.
Command 1 (Session Monitoring/Find it!):
SQL 2008 Using DMV:
Select * from $system.DiscoverSessions
Command 2 (Kill it!):
Old School (Through XMLA Window)
ASCMD.exe –S localhost –Q “Call ASSP.CancelSPID(121672)”