Hi,
Drilling through from Analysis Studio is achieved by defining the relevant drillthrough targets for the package you are using in Analysis Studio. This is done from within Cognos Connection.
Go to Tools/Drill-through definitions, select the package you are using in Analysis Studio, and press the New Drill-through Definition button. Enter an name for the drillthrough, then on the next page browse to select the target report. Move forward to the final page, and specify the value to pass from your analysis package to the target report, then you're all done.
Go back to Analysis Studio using your package and build your analysis, select the relevant item value(s) to pass, then press the Drill Through button on the toolbar.
For more details see the Cognos 8 Administration and Security Guide, Chapter 22.
Hope that helps!
MF.