There are a couple of ways to do what you want. No matter what approach you choose, you will have to change the filter to allow for multiple options. The simplest change you can make to the parameter is to check the option "Allow multiple values." The filter will need to be changed from a comparison of equality with one value (Fields!name.Value = @Parameter) to a comparison against multiple values: Fields!name.Value IN (@Parameter).
The other way is to provide a manual label of "All" and a value of "*" (asterisk) and use a comparison of LIKE. If the filter is in a SQL statement, instead of an asterisk use the percent sign (%).
Hope this helps.