Explanation/Reference:
Basic integration with Shared Service is easily accomplished and involves 'externalizing' Essbase to Shared Services. To handle this a number of tasks need to occur first. Shared Services needs to be installed and configured; along with Essbase Administration Services (EAS). You must also install and configure Essbase. In addition, longtime Essbase users know they need to launch it from a command line first, setup some basic security options and then it will finally be running. Having accomplished all of that you can now launch the EAS console and get down to security work.
Reference: Understanding Security in Shared Services: Essbase, Planning and FDM