Hi Smh,
We would like to inform you that it is not possible to XMLA to grid in webservice. We suggest you to Axmx binding for webservice to grid. Please refer to the below link to download the sample application.
http://www.syncfusion.com/uploads/redirect.aspx?&team=support&file=Web Service DataBinding1295490221.zip
Please let me know if you have any other queries or concern.
Regards,
Ranjithkumar.