i need your help...please...
is there a way to see a protocoll of data changes (values)?
This is available as frontend feature (Auditing) in version 6.0, see Knowledge Base.
For older versions, you'd have to build some solution yourself. Olap Server does keep a journal of all changes (the *.log and *.archived files in database directory), but thats not as an accessible data source. Jedox Supervision Server has been used by some Jedox users for this purpose, e.g. by using the cube worker / OnCellChange event to log each incoming writeback into some external database such as MySQL.