with

set [Time All] as '[Time].[(All)].Members'

set [Time Years] as 'Descendants ([Time All], [Time].[Years])'
set [Time Years Filter Set] as 'StrToSet("{[Time].[All Years].[2003],[Time].[All Years].[2005] }", [Time])'
set [Time Years Filtered] as 'iif( Count([Time Years Filter Set]) > 0, [Time Years Filter Set], [Time Years] )'


set [Time Months] as 'iif ( Count([Time Years Filtered]) > 0, Descendants([Time Years Filtered], [Time].[Months]), [Time].[Months].Members)'
set [Time Months Filter Set] as 'StrToSet("{}", [Time])'
set [Time Months Filtered] as 'iif( Count([Time Months Filter Set]) > 0, [Time Months Filter Set], [Time Months] )'


set [Time Union] as 'Union(Union([Time All], [Time Years Filtered]), [Time Months Filtered])'
set [Time Ready] as 'Hierarchize([Time Union])'

select NON EMPTY {[Measures].[Quantity]} ON COLUMNS,
  NON EMPTY
[Time Ready] ON ROWS
from [SteelWheelsSales]