They need to be “detail” objects rather than “dimension” objects, otherwise you will get a message about the variables being incompatible. A description for this can be found in the FAQ for Business Objects. The FAQ post describes what you can or cannot use together.
So to pull everything into one block, you link by dimensions and then can combine detail or measure objects. But additional dimensions that are not linked are considered as a potential cartesian (cross-product) join and therefore are not allowed to be used.
Dave Rathbun 
(BOB member since 2002-06-06)