If you create a new dimension using dimension build, you must name the dimension in the rules file.
To name a dimension:
Select Options, then Dimension build settings.
In the Dimension Build Settings dialog box, select the Dimension Definition tab.
For standard dimensions:
Enter a name for the new dimension, and press Enter.
The dimension is displayed the Dimensions node (under the Rules file option).
In the Dimension Properties dialog box, define the dimension properties, such as configuration (dense or sparse) and type.
Dimension Build Settings Dialog Box - Dimension Definition Tab
“Building Attribute Dimensions and Associating Attributes” in the Oracle Essbase Database Administrator's Guide