Session mining objects can’t be created when using Microsoft SSAS

I was working with Data Mining in our Microsoft SQL Server 2005 Analysis Services (SSAS). I then tried to process and analyze the data when I received this error message (see below). I was a bit new to SSAS so I turned to this forum for some help. Any advice on what to do next? I hope you can provide a step by step process on how to resolve the issue.

Forecast
Error (Data mining): Session mining objects (including special data
source views used to process data mining dimensions) cannot be
created on this instance.
