When you try to connect to an instance of SQL Server 2005 Analysis Services from SQL Server Management Studio, you receive the following error message:
A connection cannot be made to redirector. Ensure that ‘SQL Browser’ service is running. (Microsoft.AnalysisServices)
No connection could be made because the target machine actively refused it (System)
I checked the SQL Server Browser service and it is running happily at the moment.
I guess the problem may occur after you have additionally installed SQL Server Express after you have installed SQL Server 2005.
I finally resolved this by deleting all the files in the following folder: %ProgramFiles%\Microsoft SQL Server\90\Shared\ASConfig. And then connect from Management Studio again.