Analysis :: Create A Calculated Set From Union Of Values In Two Sets?

I have the following MDX Query:

Select {measures.[Dollars]} on 0,
non empty
[Divisions].[Division].[All].Children *
[Cost Centres].[Cost Centre].[All].Children
[Locations].[Locations].[All].Children
on 1
From MyCube

which produced the following table:

Division
 Cost Centre
 Location
 Dollars
AA
1
X
$30.00

[code]....

What I am hoping to do is create a set out of the Union of specific values in the [Cost Centres].[Cost Centre] and [Locations].[Locations] hierarchies into a single set and use that new set in my MDX query across the columns.

Using the table and query from above, I have the following conditions that would determine the value in the set (lets call the new set 'NewSet')

When Cost Centre = 1 and Location = X Then "CustomType1"
When Cost Centre = 1 and Location = Y Then "CustomType2"
When Cost Centre = 1 and Location = Z Then "CustomType3"
When Cost Centre = 2 and Location = Y Then "CustomType4"
When Cost Centre = 2 and Location = Z Then "CustomType5"Else "Default"

Then, if I was to execute the new query:

with

set NewSet as "Some Unknown Magic Here"

Select {measures.[Dollars]} on 0,
non empty
[Divisions].[Division].[All].Children *
{NewSet}
on 1
From MyCube

I would end up with 

Division
 NewSet
Dollars
AA
CustomType1  
$166.64
AA
CustomType3 
$64.24
BB

[code]....