I am looking to call out to my own libraries whenever a pivot table
makes a call to an SSAS provider, then either let the call go through
as usual or just end without calling to SSAS.

I am using Office 2010 and SQL Server 2008 R2

I see two ways of doing this:
1. Extending the SSAS oledb provider to call out to my own library
before firing off the MDX query. Is this possible? I don't see where
I can extend the MS SSAS ole db driver...
2. Intercept the call at the pivot table level before it goes out to
SSAS. I see there are some events in 2010 I can use,
PivotTableUpdate, PivotTableChangeSync etc. but I don't think any of
them would let me catch a call to the SSAS provider and do what I
want, and then let the call go or stop the call from going through.

I want to avoid a custom ole db driver since my scenario is not
difficult, it is easy to add hooks like this in SSRS, I just don't see
how to do it in excel with pivot tables.

Please help!