I live in the Netherlands and our regional settings are different from the US so i want my cube Measures with 1000 sign in . and decimals with ,. To achieve this set the language property from the cube on Dutch and Formatstring from the measure on “#,#.00” (dont pay attention to the , and . signs used here, he will parse them ok in the client).
Read more at: http://msdn.microsoft.com/en-us/library/ms175613.aspx