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I have an SSAS cube with date dimension connected to excel worksheet pivot table. I want to filter the cube data by date range- Ex: from 2012-01-20 to 2012-02-21. I've been looking over for solution but didn't find any yet. I thought maybe by using a simple MDX code (I don't know MDX yet) or a function like CUBESET might help here but I'm not familiar with those. Any idea?

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If you want to filter the cube as a query, you can either do that in Excel by dropping the date dimension as a filter and selecting the days you are interested in or within MDX e.g. [DateDimension].&[21 Jan 2012] : [DateDimension].&[21 Feb 2012]

If you want to filter the cube and only supply a subset of data to your cube consumers, then you can apply where clauses to the data source view queries and then reprocessing the cube. Your cube will then only contain the filtered set.