Use MDX to select Dimension-Members instead of Measure Values
You can achieve your desired results by using a crossjoin (the * notation) and putting the dimensions on the columns axis. Here's an example based upon the Adventure Works SSAS DB. 

select {} on 0, 
{
[Customer].[Gender].[Gender].members
*
[Date].[Calendar Year].[Calendar Year].members 
}  on 1
from [Adventure Works]