You could do this using a subquery:
SELECT DNAME, GENDER, SUMSALARY
FROM (SELECT DNAME, GENDER, GROUPING_ID(DNAME,GENDER) AS "Group_id", SUM(SALARY) AS SUMSALARY
FROM AZDEPARTMENT JOIN
AZCONSULTANT
ON AZDEPARTMENT.DID=AZCONSULTANT.DID
GROUP BY CUBE(DNAME,GENDER)
HAVING GROUPING_ID(DNAME,GENDER) > 0
) T