Another possible (but unconfirmed) bug in SQL 2005 Reporting Services:
If you have a SSRS report parameter that is multi-value and of one of the labels in the “available values” list exceeds 25 characters, the dropdown list with values for this parameter will be positioned in such a way that the end user won’t be able to see and thus select the first item.
This problem does not exist when viewing this report from Visual Studio, but is easily seen after deploying the report to SSRS web server.
So, for now, you may want to trim your parameter labels to 25 characters. If you’re doing filtering based on the full name instead of some sort of id, you can use the value field to store the full parameter label.