According to ISO 8601, the first week of the year is the week with the year's first Thursday in it. http://en.wikipedia.org/wiki/ISO_week_date#First_week.
Unfortunately, SQL Server Analysis Services (SQL Server 2008) seems to have a bug in the ISO 8601 date implementation, since week 1 starts at January 1st, 2010 and not (as it should) at January 4th.
Is that assumption right? Does anybody know anything about that problem?