Thanks for all of your comments so far.
The "test" data source is not a shared data source. When developing the reports, I used a static datasource for the "test" connection. Yes, I realize, I should have named "test" something else, like "dynamic_server_source". Once the sp_who2 returned results, I then added the dynamic connection string that is in the article.
When I downloaded and tested loading in the RDL in a new project this morning everthing went fine except that the data set that execute "sp_who2" reverted to a type of Text. You will need to change dataset2 to be Stored Procedure, not Text.
And yes...I sheepishly note that SR1 can call itself in a hyperlink. I was just waiting for someone to point that out. 🙂 Actually, that is a great idea, instead of having two reports. Big red palm print on my forehead. I recall starting down that path and hit an error with a invalid nested parameter. Works great, though...thanks for additional the tip Jon.
Author (Pro SQL Server 2005 Rpeorting Services - Apress)