This tutorial covers the download and step by step installation instructions along with the screen shots which helps with your PC setup to contine learning MSAS.
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Step 1: Download the Evaluation copy from the above link, extract to a temp folder, run autorun.exe.
Step 2: See the screen shot below, select "SQL Server 2000 Components"
Step 3: in the next screen select " Install Analysis Services"
Step 4: You will see the progrss of the pre-installation
Step 5: Click Next to continue with the installation.
Step 6: Read the license agreement and continue.
Step 7: Leave the default options checked and click on the Next button.
Step 8: Chage the path and the drive letter if you would like to or Leave the default path and click on the Next button.
Step 9: Leave the default options and click on the Next button.
Step 10: Let the installation complete.
Step 11: You should see the shorcuts to launch MSAS in the your Start Menu.