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It need to be done at the odi side. You can increase the heap size of the standalone agent in the odiparams.sh/bat for the standalone agent. For jee agent you need to change is for the manager server configuration.
in addition to the above I would also try some different settings in topology for array fetch size of your staging area.
have a read i.e. here: http://www.business-intelligence-quotient.com/?tag=array-fetch-size-odi
I finally (with 10g) ended up exporting from source RDBMS to a .csv file on the Essbase Server and using an old fashioned .rul file to load from that csv (using MaxL or ESSCMD via OdiOSCommand)
Looking forward to find some improvements around this and maybe some blog entries to learn how to improve settings in the Essbase-KMs.