1. A computer-implemented method for retrieving data from a multidimensional database, comprising: obtaining a cube function from a cell within a spreadsheet having cells; wherein the cube function is directed at obtaining data from a multidimensional database and wherein the cell behaves similarly to the other cells within the spreadsheet having functions that perform other functions; wherein the cube function is selected from a set of cube functions comprising: a cube member function that identifies an item in the multi-dimensional database and returns a fully qualified unique Multi-Dimensional eXpression (MDX) name for the member and a user-friendly caption for the member; a cube value function that returns an aggregated value from the multidimensional database, wherein a parameter to the cube value function is a MDX name of a member within the multidimensional database, wherein the name is used as a slicer to define the portion of the cube for which the aggregated value is to be returned; a cube set function that defines a set that is to be built for the spreadsheet by an Online analytical processing (OLAP) server storing the multidimensional database, wherein a parameter to the cube set function is an MDX expression; and a member property function that identifies a value of a member property in the multi-dimensional database and a count relating to a set within the multidimensional database, wherein a parameter to the member property function is an MDX unique name of a member; wherein the cube function within the cell includes a connection parameter that is included within the cell that specifies the multidimensional database to access; wherein the connection parameter identifies the multi-dimensional database to access and wherein each cube function that is included within the spreadsheet can access a different multidimensional database; generating an MDX query as specified by the cube function; connecting to the multidimensional database that is associated with the cube function; obtaining the data from the multidimensional database as specified by the MDX query generated from the cube function; and placing the data within the spreadsheet cell.