This has been a problem for me for the past couple of years. I have not found a solution but found a work around. In my case I have Region, Area and District. I want to pass a multi value to District, example: "Orlando, Tampa' but it fails. So I set up a cascading parameters. Region= South and Area= Area 1 (which defaults Districts) to Orlando and Tampa. With the use of cascading parameters and defaults I am able to go one level up to get multi below.
In your case you mentioned multiple years. I know it sounds crazy but you could setup a hidden parameter that defaults the multi value for you. Example: Multi Year = "2009/10" which with default & split int functions you can display 2009 & 2010 selected.
I even took it a step further and had a "IsSub" parameter. This allows me to bypass some parameters or dynamically control some of the parameter datasources to use split int or not. This is primarliy used when the report is executed in the portal vs subscription.
To answer you question of passing a '2009,2010' to reporting services in a data driven subscription, It is not possible. But you can control the the default values.
If you set the report to default to all, and used a "IsSub' parameter you can change the avaliable values to only the one you want, in this case 2009 and 2010. By controlling the default instead of trying to pass multi values you accomplish the samething.
Good luck, I hope this helps