How to set hierachy to drill across multiple dimensions?

Hello
I have a situation:
There are 3 tables: Credit Manager Dim, Customer Dim and Sales Fact
There are 3 columns: Credit Manager ID, Customer ID and Document Number (from sales fact).
The request is to create a hierachy so that the report can drill from credit manager to Customers (for that credit manager) and then to all the document numbers for that customer.
I think I will need to create one hierachy that uses these 3 columns in each of the level. However, the challenge now is that one dimensional hierachy can only accept columns from one dimension tables.
Please advice
Thank you

Thanks for the reply Dbettinger.
For now I am ignoring document number part for testing purpose. In my credit manager dim, the lowest level is detail level where credit manager code is assigned under (Credit Manager Code is key enabled for drill-down). I have set the 'prefer drill path' of this level to point to Customer Dim- Detail level (where customer ID is assigned) as you suggested.
However, when I tried running the reports, the credit manager code column is still not drillable. I think it is because this column is already at the lowest level of credit manager dim hierarchy and BI server doesn't take the preferred path of deeper level (customer dim)..
This is where I am stuck.
Any idea on how to make it work?
Thanks

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