MDX and measures?

I have an MDX script that retrieves some data from a couple of different databases. One of them I get a capital sigma (∑) before the column name in the list in Report or Data View, while others I do not. If I understand correctly, those denote measures. I basically copy-pasted the MDX and changed a couple of dimensions and other settings, but nothing that I understand why it doesn't recognise the measures in some. When I don't use an MDX script and just model everything inside Edit Queries, I get them, so they clearly are defined in the cube. So, a couple of questions:

1) Why aren't the measures recognised through MDX?

2) How do I recognise them through MDX?

3) Does it make ANY difference (however small)?

Of course, I can supply needed information as needed; I just didn't know what is relevant at this point.