Data Mining:
A process of analysing business data (often stored in a data warehouse) to uncover hidden trends and patterns and establish relationships. Data mining is normally performed by expert analysts who use specialist software tools.
From: www.oranz.co.uk/glossary_text.htm

The process of using statistical techniques to discover subtle relationships between data items, and the construction of predictive models based on them. The process is not the same as just using an OLAP tool to find exceptional items. Generally, data mining is a very different and more specialist application than OLAP, and uses different tools from different vendors. Normally the users are different, too. OLAP vendors have had little success with their data mining efforts.
From : www.olapreport.com/glossary.htm