Group Calculated Members Into A Named Set

Hi,
It's a long story i'll try to make short, I am running a MDX query through Integration Services, this query is very very memory intensive, so intensive I get a System.outofmemory error. The workaround for this was getting the data in smaller ranges. this works fine in Management Studio.

select { many measures and calculated members} on columns,
[Cuenta].[Cuenta].&[1]: [Cuenta].[Cuenta].&[10000] on rows
from DB
WHERE [Tiempo].[Mes].&[2007-09-01T00:00:00] : [Tiempo].[Mes].&[2007-11-01T00:00:00]

Now, in Integration services the optimal way of running a MDX query should be through an OLEDB source, but as it's stated in many sites around the web there is an error that hasn't been fixed. So I moved to a Datareder which is much slower, but works... kind of... to get the whole data out of the cube I am getting it in ranges which I should change with parameters, but MDX doesn't support parameters so I have to change the whole query using an expression.

Finally the problem with this is that the query I am running is longer than 4000 characters which is the limit for an expression on integration services. Here is when someone told me to shrink my query by using named sets, and this is what i don't know how to do, is there any way of grouping all the calculated members I have created in one named set or something alike.

thanks!