Due to the sensitive data contained in Data Warehouses (DWs), it is essential to specify security measures from the early stages of the DWs design and enforce them. In this paper, we will present a UML profile to represent multidimensional and security aspects of our conceptual modeling. Our approach proposes the use of UML packages in order to group classes together into higher level units creating different levels of abstraction, and therefore, simplifying the final model. Furthermore, we present an extension of the relational model to consider security and audit measures represented in the conceptual modeling. To accomplish this, we based on the Relational Package of the Common Warehouse Metamodel (CWM) and extend it to properly represent all security and audit rules defined in the conceptual modeling of DWs. Finally, we will show an example to illustrate the applicability of our proposal.