Analysis hierarchies

Found some problem with MS Analysis service.

Have a simple hierarchy: "Customer Group" > "Customer"
(like Group1 with Cust1l Cust2 cust3 and Group2 with CustA;CustB;CustC)

Steps to reproduce:
1) put this hierarchy in filter section (top section in pivot table)
2) make partial selection from Customer (2 nd level in hierarchy) - mark Cut1 ND Cust3 in sample).
Measures shows correct results and looks nice.
3) ad dimension Customer (single dimension, no hierarchy) on the tables left side. And here it goes - each customer shows correct measuers, but grand total is wrong!

Have anybody seen this behavior and what are the workarounds?
MS SQL 2005 Standard SP3.