If you try to install SharePoint 2010 and do some BI on a SQL instance that host a cube and a reporting services, here are some interesting point you may want to note:

• For the SPN of the cube, use the port of the instance and NOT THE NAME as specified in Microsoft documentation…
• Create a static port instance for the Analysis Services instance otherwise the port will change every time…
• You can use the DNS name in the SPN for the Analysis services
• You cannot !! use the DNS name for the reporting services. Instead use the name of the server

Hope this helps…