Data Warehouses (DW) manage historical information for the decision making process and for enterprises, it is vitally important to consider security requirements from the earliest stages of the development process. OLAP tools are the most used tools for implementing and consulting DWs and it is necessary to define security measures to avoid that users can access unauthorized information by executing queries. We have created a MDA architecture for developing secure DW and in this paper, we will propose how to implement the security measures defined at upper abstraction levels using our approach into SQL Server Analysis Services 2008.