"It's really terrible old ... we are testing a releaseupgrade right now ... but in a big company it's a bit difficult to change a "running" system ...." - It's your main issue! Hundreds of bugs were corrected since SP03. You can spend hours trying to find the reason... And I can't reproduce your strange results...
Please test as DM script:
*XDIM_MEMBERSET CATEGORY = %CATEGORY_SET%
*XDIM_MEMBERSET TIME = TMVL(-1,%TIME_SET%) //In the prompt screen set 2012.SEP,2012.OCT
*WHEN TIME
*IS *
*REC(EXPRESSION=%VALUE% + 100)
*ENDWHEN
And post the detailed log - I will see the TIME dimension member as a result of:
TMVL(-1,2012.SEP,2012.OCT)
Vadim