LOOKUP for accounts in %ACCOUNT_SET%

Hye. I try to do a easy scriptlogic but I get error.

I have an input report witth 3 accounts (5700,5710,5720) as lines and 2009.JUN and 2009.JUL as columns.

I introduce data in month 2009.JUL in input report and I use LOOKUP in a Script Logic Default in order to get the data of 2009.JUN for each account from other cube "FINANCE".

The default code is:

*LOOKUP FINANCE

*DIM ACCOUNT="%ACCOUNT_SET%"

*DIM CATEGORY="BUDGET"

*DIM JUN:TIME="2009.JUN"

*ENDLOOKUP

*XDIM_MEMBERSET ACCOUNT=5700, 5710, 5720

*WHEN CATEGORY

*IS BUDGET

*REC(EXPRESSION=LOOKUP(JUN), TIME=2009.JUN, ACCOUNT)

*ENDWHEN

*ENDWHEN

*COMMIT

I want to make a LOOKUP for each account (5700, 5710, 5720) to Cube FINANCE but when I push "Send Data" I get the next error: "Error running default logic (Member "5700,5710,5720" not exist"".

I think that the LOOKUP considers that DIM ACCOUNT is "5700,5710,5720" all together, so I get an errror.

How can I do it?