Just this week I blogged about adding Named Sets in VBA. Well lo and behold, in Excel 2010, there is a button “Fields, Items, & Sets” that lets you define your own Named Sets. Either with MDX or based on rows/columns you have on your pivot table
Works pretty slick! There goes the need for the custom VBA solution, which is fine by me. Although I am disappointed you still can’t create your own calculated measures. The OLAP Pivot Table Extensions add-in lets you, so I wonder why the built in functionality still doesn’t let you.
Steve Novoselac's Blog 