You haven't told us what you are using for querying the database? Are you using SSRS, .NET, java? What are you using for database access, ad hoc SQL, an ORM tool (Entity Framework, nHibernate, Hibernate), or stored procedures?

So even without the answer to those questions here's a generic answer to your original post. At some point you need to interrogate the choice that was made and if it is "Any" don't add a where clause to your query. So in pseudo code it would be something like this:

If Parameter Value = "Any" THEN

query = Select columns from table

Else

query = Select columns from table where transmission = parameter.value