Today I installed the Oracle Essbase 11 Excel add-in. All worked well and I could connect to Essbase fine.
When another user logged on to my machine and attempted to use it, the user could not connect to Essbase using the Excel add-in (nothing would seem to happen) and when trying to initialise the API would receive error #1030000.
It seems that whilst installing the add-in, the normal environment variables ARBORPATH and ESSBASEPATH were created, but only as user defined variables.
After installation you will need to check this and change them to system environment variables so that any user can use the add-in. They should both be set to:
%HYPERION_HOME%\products\Essbase\EssbaseClient