Many-To-Many relationships in SSAS

Bottom line:

• When you define a many-to-many relationship between a measure group and a dimension, you have to choose the intermediate measure group (bridge table) that is nearest to the measure group, considering all the possible measure groups that you can cross going from the measure group to the considered dimension.

Taken from the following brilliant white paper about the subject:
http://www.sqlbi.com/wp-content/uploads/The_Many-to-Many_Revolution_2.0.pdf