Data Mining and Data Warehousing are two hot topics in the database research area. Until recently, conventional data mining algorithms were primarily developed for a relational environment. But a data warehouse database is based on a multidimensional model. In our paper we apply this basis for a seamless integration of data mining in the multidimensional model for the example of discovering association rules. Furthermore, we propose this method as a userguided technique because of the clear structure both of model and data. We present both the theoretical basis and efficient algorithms for data mining in the multidimensional data model. Our approach uses directly the requirements of dimensions, classifications and sparsity of the cube. Additionally we give heuristics for optimizing the search for rules.