I am seeing the same issue - as the link below: Parallel processing not supported on Standard edition of Analysis Services
I checked my registry settings, under Microsoft SQL Server .. Setup etc
Edition: Enterprise Edition PatchLevel: 10.0.1600.22 SP: 0 Version: 10.0.1600.22
Is there a fix for this one?
I've run this through Profiler and can see it running in Parallel.
It must just be a warning / notification.