Francisco,
Thank you for your swift reply.
Setting the trust level for the client did the trick, although finding the security settings for .NET 2.0 is nowhere near as easy as for .NET 1.1. For any others:
caspol -cg 1.2 FullTrust and caspol -cg 1.2 LocalIntranet
will turn on and off full trust.
The chart now retains it state perfectly, however, the attached OLAP extension does not. If I change say the current level of one of the dimensions and do a postback, the current level is reset. However, if I change the current level and then change something on the chart (say the background colour or gallery type) the change is preserved over postback. It almost seems as if the chart needs a trigger before it stores changes in the OLAP.
regards,
Rodin