I updated Mysql from version 5.0 to version 5.6.
The transformation works good with mysql 5.0 but Not work in 5.6
The solution to this problem is to upgrade to MySQL connector 5.1.20 or above.
Replace the current MySQL connector JAR in your kettle libext directory
Ref :- http://forums.pentaho.com/showthread.php?94086-dimension-lookup-error-with-mysql-5-6-%28