You can always:

- create measure groups based upon "budget codes" (Actual, Budget, Forecast, etc.) within the same Analysis Services cube (taking numbers from a copy of the fact table created to hold them, etc. - with appropriate granularity in place, of course);
- create a separate cube, identical in structure to the "Actual" cube, but for budget / forecast numbers (taken, again, from a copy of the fact table created to hold them, etc. - with appropriate granularity in place), which you can then pull into a report containing data from both (to do variance analysis, etc.);

- other approaches, all within the same cube.

Regarding dimensional processing, you can process single dimensions already. Smply right-click the selected dim in the Solution Explorere, and clieck "Process..." frpm the context menu that appears.

Let us know if you have further questions.

Bill