If you've installed SQL 2005 SP1 and use Reporting Services regularly, you've probably noticed something is absent if you utilize multi-valued parameters: namely, "Select All" no longer appears at the top of your parameter list.
In SP1, Select All was removed because it could play havoc with SQL Analysis Services performance if you queried a cube with the Select All option specified.
To work around this issue, try this link and read the "Adding an All Member to a Multivalue Parameter" section:
A hotfix has also been created to re-enable the feature, and a public article (Q919478) is in the process of being written to document same. The article may take some time to make it to support.microsoft.com, so don't assume it will be active any time soon.