the reason why this breaks down is that those steps are for a relational database. It is created a join between two tables.
You need to just skip to step 8. If your cube has names of Managers, for instance, you can still do that formula.
What is the dimension you are wanting to use, and what are it's members?
For example, I have a dimension Users with attributes User Key, User Name. I want to filter on the User Name field (eg USERNAME()=[User Name]) but only the User Key field is available in the calculated field dialog
I usually setup this scenario with a many-to-many relationship between a user dimension and a dimension that you would like to filter user access on (like department/entity/business/customer etc).
User the Tableau username function in a filter on your user dimension. That should remove all unwanted departments/entities/customers etc.
Getting it to work with real cube security is harder and not so easy - basically you run into a Kerberos double hop issue that Tableau Server does not support. Cube security works fine in Desktop.
Good news on this btw, 8.3 (desktop and server) will support Kerberos. Problem solved.
WOW Russell, this is great to hear. Will it then support cube security without this ugly work a round that we need to use today?