Error trying to run MDX query via VBA

Summary:

I'm trying to run MDX query using HypExecuteMDXEx function. Just took a sample from the book, put in my parameters and a database, and when I tried to run it, got this return code:

Any idea what may be happening? I have connected to the database before running it, so no HypConnect command here.

Also, does anybody know what's the limitation of string length in the "Query" here? I have some pretty long lists of members I need to pull.

Thanks!