There's still (understandably) relatively little information out there about PerformancePoint and what to do if you have an issue but one that I'm guessing gets overlooked is the Connect site itself. There's a lot of feedback starting to build up so there is a good chance that the issue you've come across has been logged by someone else already and may have a solution.
And of course don't forget to give feedback of your own if you find something that doesn't work or you don't like.
Update: as Nick Barclay has spotted, the official PPS team blog seems to have fired up again after a period of inactivity. Well worth keeping an eye on.