In case any other Reporting Services rookie comes across this, here's a really good article walking you through a solution and explaining what works and what doesn't and why.

http://blog.summitcloud.com/2010/01/multivalue-parameters-with-stored-procedures-in-ssrs-sql/

(apologies to everyone reading my questions - I come from an Access background, so I'm used to the constructs available there. Hence my mashing up T-SQL and weird things like collections.

Case closed, I hope!