The best option for non-additive measures is to store the data as a member property. Member properties are not aggregated across any dimension and can be retrieved as calculated members for use in calculations. MDX supplies some functions such as ClosingPeriod that can be used for semi-additive measures, or those that are aggregated across some but not all of the dimensions in the cube.
Examples of the PROPERTY statement in PROC OLAP can be found in the SAS OnlineDoc under SAS OLAP Server -> SAS OLAP Server: User's Guide -> The OLAP Procedure -> PROPERTY Statement.
Also in the SAS OnlineDoc is the SAS OLAP Server: MDX Guide which includes syntax and examples for the MDX functions available in SAS 9 OLAP. I also find that
http://msdn.microsoft.com is a very useful site for syntax questions and examples on the MDX language.