Connection String Help for Emmbed MDX in a T-Sql Connection

[krnlPanic]

Hi everyone, Im a noob, I am trying to connection to a SSAS Cube to run a mdx statement in my Sql Sever using Open Row set.

The error says:
OLE DB provider "MSOLAP" for linked server "(null)" returned message "The following system error occurred: The system cannot find the file specified. .".

I have double checked my server and my Database name they are correct.

Here is the connString

OPENROWSET(

'MSOLAP',
'Location=SERVER_NAME;Persist Security Info=False;Data Source= CUBENAME; Initial Catalog=DBName; user id=USERID password=PASSWORD',
MDX Query)