Dimensions and Cubes Process OK / database 'Process Full' fails

Hello,
I am having trouble processing SSAS database (SQL 2008R2).
Within BIDS environment I can process all dimensions and two cubes - no problem. But when I try to process the database (Process Full – Sequential/ All in one transaction), I keep getting errors about one specific dimension (however the very same dimension
is processed separately just fine).
Any ideas why this would happen?
Thanks,
Lana

Thanks so much for all your replies! Your help is greatly appreciated
J
Here is the error message I am getting (it is the same for bunch of other attributes of the same dimension called
Item):
Errors in the OLAP storage engine: An error occurred while the dimension, with the ID of 'Item', Name of 'Item' was being processed.
Errors in the OLAP storage engine: An error occurred while the 'Product Group' attribute of the 'Item' dimension from the 'InvCube' database was being processed.
OLE DB error: OLE DB or ODBC error: Operation canceled; HY008.
Errors in the OLAP storage engine: A duplicate attribute key has been found when processing: Table: 'dbo_Item', Column: 'Colour', Value: ''. The attribute is 'Colour'.
Keep in mind that the Key for this dimension is called ItemID and there are no duplicates (I checked). Before processing the cube, I have dozens of procedures (within SSIS package that brings the data into DW) that are checking if all the
keys (FK columns on Fact table) exist within dim tables (PK columns). I also do not allow NULLs or blanks for the dim keys within Fact tables, I replace them with 
special “DimName-000” Keys that, again, exist within dim tables.
What I am trying to figure out… why I can process Item dimension just fine on its own (I also process all the other dimensions OK), after that I can process both cubes that are using this (and other) dimension(s) … and I can browse the cubes, getting breakdown
by Item / Colour / Product Group, etc... So, everything seems to work perfectly. However, when I try to process the whole database (with all previously processed dimensions and both cubes - there are only two cubes for now, to make is simple), the process
fails, giving me an error about duplicate attribute key for this specific Item dimension.
Any thoughts?
Thanks again!

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