Make dimension values shown reflect other dimension filter values

I have created a cube and uses access this cube in an Excel pivot table.  Is it possible to make values shown for one dimension display only the values valid, if I have selected another dimension's value that would limit the values that should
show under the first dimension?  I tried linking the dimensions together with a key and that did not appear to do the trick.  I also tried using dependsondimension in properties for the other dimension, but that did not work either.  Is
there something I am missing that makes the cube only display the values in a dimension that apply when another dimension's value is filtered?

@Naveen - I am linking to the proper measure and am seeing the correct measure values. 
@KR Jurgen - I'm not finding a spot to set the scope to NULL.  I would, but some people need all the values.
Here's an example.  I have company 1 and 2.  Company 1 has item A and Company 2 has item B.  They both have sales of $1.  There is a company dimension and item dimension.  When I filter by company 1, I see sales of $1. 
The problem is, when I select the list of items from the item dimension, I still see item B.  If I put the items in the row, I only see item A.  The ideal situation would be to have only item A show when I select the list of items from the item
dimension.  Is there some way to accomplish this?
Thank you both for your responses.

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