Extending and Customizing Cubes - SQL Server Analysis Services 2012 Cube Development - page 144

1. To use an MDX caption, simply set the Caption Is MDX property to True ,
and modify the caption to:
"View information for " +
[Geography].[State-Province].CurrentMember.Member_Caption
2. Once you save the application and refresh the pivot table, the action's cap-
tion for Wyoming will be View Information for Wyoming .