// URL action
CREATE ACTION [Sales].[SuperOffice CRM]
FOR CELLS
AS '"http://www.dn.se?CUSTOMER=" + [Customer].[Customer].CurrentMember.Name'
, TYPE='URL'
, INVOCATION='INTERACTIVE'
, DESCRIPTION='Transfers to SuperOffice with selected customer'
, CAPTION='"SuperOffice " + [Customer].[Customer].CurrentMember.Member_Caption';

Then the right klick is (for customer):

   More details around the feature

//Create a Report action
ReportAction rsaction = new ReportAction("My Sales Reason Comparisonsp", "My Report Action");

//Define the Action
rsaction.Type = ActionType.Report;
rsaction.TargetType = ActionTargetType.AttributeMembers;
rsaction.Target = "[Product].[Category]";
rsaction.Caption = "\"My Sales Reason Comparisons for \" + [Product].[Category].CurrentMember.Member_Caption + \"...\"";
rsaction.CaptionIsMdx = true;

#region create Report action specifics
rsaction.ReportServer = "MyRSSamplesServer";
rsaction.Path = "ReportServer?/AdventureWorks Sample Reports/Sales Reason Comparisons";
rsaction.ReportParameters.Add("ProductCategory", "UrlEscapeFragment( [Product].[Category].CurrentMember.UniqueName )");
rsaction.ReportFormatParameters.Add("rs:Command", "Render");
rsaction.ReportFormatParameters.Add("rs:Renderer", "HTML5");
#endregion

//Add the defined action to the cube
cube.Actions.Add(rsaction);

#endregion

Programming AMO OLAP Advanced Objects