Formatting SSAS pivot tables to indicate drill through available
 

I have a report with a pivot table fed from SSAS. Users know that drill
throughs are available on measures, but we have a couple cases where a
dimension (policy number) can be used to "drill" (more like jump) out to a
web application that looks up the policy for the user. If I format the
policy number to standard hyperlink format, the next time a user sets any of
the filters and the pivot table refreshes, it's gone. I can't do it in the
cube, as that only allows formatting of measures and not dimensions. I tried
a conditional format on the column of "=isnumber(value(policy number cell))"
(since policy number is actually numerical but text format), but the filter
labels also end up adopting the format (which makes no sense to me as they
ARE text). Any ideas? I really appreciate it.