MDX newbie question please

Hello,

I am just getting into writing these queries and am trying to test with
a simple MDX query against my Sales cube that I've been working with
through the SQL Server 2000 Analysis Services tutorial:

SELECT Measures.MEMBERS ON COLUMNS, {[Store].[Store
State].[CA], [Store].[Store State].[WA]} ON ROWS
FROM [Sales]

I keep getting this error:

"Unable to open cellset
Formula error - cannot find dimension member ("[Store].[Store
State].[CA]") - in a name binding function"

If someone could show me where I'm going wrong I'd really appreciate
it. I copied this sample from the following site so I'm sure the syntax
is correct:

http://publib.boulder.ibm.com/infocenter/ablxhelp/v8r4m0/index.jsp?topic=/com.ibm.db2.abx.dev.doc/abx-t-develop-212.html

So, is there something else other than this query that is wrong or I
need to check?

Thanks in advance,
Buster

.