When using a multivalue parameter with stored procedures, the actual "value" that gets passed to the stored procedure is a single string with all the selected parameters separated by a comma... If you do not use an SP, but embedded the query in the SSRS dataset, SSRS handles the parsing of the multivalue parameter. To get around the issue in an stored procedure, you will need to parse out the values within the SP.... Here is one example of doing that:

http://www.mssqltips.com/sqlservertip/2866/sql-server-reporting-services-using-multivalue-parameters/[/url]