Designing and building a Data Warehouse (DW), and associated OLAP cubes, are long processes, during which decision-maker requirements play an important role. But decision-makers are not OLAP experts and can find it difficult to deal with the concepts behind DW and OLAP. To support DW design in this context, we propose: (i) a new rapid prototyping methodology, integrating two different DM algorithms, to define dimension hierarchies according to decision-maker knowledge; (ii) a complete UML Profile, to define a DW schema that integrates both the DM algorithms; (iii) a mapping process to transform multidimensional schemata according to the results of the DM algorithms; (iv) a tool implementing the proposed methodology; (v) a full validation, based on a real case study concerning bird biodiversity. In conclusion, we confirm the rapidity and efficacy of our methodology and tool in providing a multidimensional schema to satisfy decision-maker analytical needs.