The most likely reason (details are lacking) you are having problems is that your parameter is a "multi-select", and in your SQL where clause, you are using "=" as the condition. But for multi-select, you should be using "IN (n,n1,....)", or another technique altogether (use filter).
The other thing that I suggest would be to use a key, not a text string to do the matching. In other words, use the value field, not the label field, i.e. use ID_NUM not lastname + ', " + firstname or something like that.
Here is a link to get you started on how to setup multi-select parameter reports:
http://www.sqlservercentral.com/articles/Reporting+Services+(SSRS)/66322/
or
or simply do a search here or out on the web for "SSRS Multi value parameter". Good luck.