For SSAS 2005 and up you need to create a new XMLA virtual directory for each server connection. There is a utility that does this for you. On the server go to Start > Programs > ReportPortal > Application Setup > XMLA Setup.
You can also setup new XMLA virtual directory manually. The only difference between the XMLA virtual directories would be that each msmdpump.ini would be pointing to a different SSAS server.