I'm using msmdpump.dll with basic authentication to access a SSAS OLAP cube from the internet. Does this method pass the auth info to SSAS so if I put permisions on the cube they get applied depending of the user I input in my connection string? If not, is there a way to do it?
Yes, msmdpump will pass the authentication through to SSAS.
Here is an article on how to get it all set up for SSAS 2005.
Here is one for IIS7 to SSAS 2008.