cube_name.[dimension_name].[new_member_name] AS 'value_expression'
And:
cube_name is the name of the cube to which you are adding this member.
dimension_name is the name of the dimension to which you are adding this member.
new_member_name is the name of a member; the member may or may not be already defined in the cube. If it is, the definition given here takes precedence.
value_expression is an MDX expression that defines the calculated member, typically in terms of references to other members. For details, see WITH Clause.
SOLVE_ORDER=integer is an optional clause that specifies the relative order in which to evaluate this calculated member. This clause is relevant only if the query contains calculated members on both axes. See SOLVE_ORDER Clause.
When you use the MDX shell, a session is started; the session ends when you exit the shell. During this session, if you use the CREATE MEMBER statement, the member that you create is available until the session ends or until you use the DROP MEMBER statement.