a connection could not be made to the data source

I am trying to process a cube still it failed since "Errors in the high-level relational engine. A connection could not be made to the data source with the DataSource of "MY-DATASOURCE", Name of "MY-DATASOURCE").

The sql instance is running on the same machine in where I am working the solution. Can someone provide some hints on what to do to resolve this issue?

By looking at the "AdventuresWorks" sample the main difference that I have in my solution is that I have an instance and the AW sample is pointing to the default instance using the "localhost" reference only. My datasource connection is refered as "MyHost\MySqlInstance"...
I used the wong impersonation settings! I changed those and now I am processing the cube.