Need to put SQL's DSO onto Project Server. How?

[xtremist5150]

My boss can’t get access to his OLAP cube in Project Server because when he tries to update it he gets the following:

“VBScript: Microsoft Project Web Access. Microsoft Decision Support Objects (DSO) has not been installed on the Microsoft Project Server computer. Because Analysis Services is not installed on the same computer as Microsoft Project Server, you need to install DSO on the Microsoft Project Server computer. You can install DSO from the Microsoft SQL Server installation CD. Refer to the Microsoft Project Server Installation Guide for details.”

Well, the only SQL Server 2000 CD we have is CD2 of the Small Business Server 2000 that we have (we have a separate database server than from the webserver running Windows 2000 Server that we are having the problem with). I tried doing it from its Autorun menu but after selecting ‘Install Analysis Services’ it runs the hourglass for about 5 seconds then just stops as if I wasn’t running anything. Tried this several times and also looked on Microsoft but I can’t see where to download it from. Any ideas?