Hi Coolgenie,
Let me try to explain the concept of these 2 terminologies - drill through and drill down.
If you have a hierarchical relationship in BPC. You are reporting on a parent member, and then navigate to the child members. This navigation is drill down.
If you are reporting on a member, and want to see the details of its underlying transactions (which are available in some other source system), then you need to navigate from BPC to the other system, and this is drill through.
Hope this helps.