It seems there is a ton on confusion about how to programmatically use multi-value parameters.

Here's how to do it using the SOAP API for report execution:

http://forums.microsoft.com/MSDN/ShowPost.aspx?PostID=1515942&SiteID=1

Here's how to do it in subscriptions:

http://forums.microsoft.com/MSDN/ShowPost.aspx?PostID=1233857&SiteID=1

Here's how to do it using expressions inside a report:

http://forums.microsoft.com/MSDN/ShowPost.aspx?PostID=161179&SiteID=1

Now, just for your inner geek, here's a treatment of how NULLs work in multi-value parameters (they don't, but this post includes some work arounds):

http://forums.microsoft.com/MSDN/ShowPost.aspx?PostID=379668&SiteID=1

(Update 04/25) Look like I missed a popular post on how multi-value parameters and subreports:

http://forums.microsoft.com/MSDN/ShowPost.aspx?PostID=164056&SiteID=1 

And of course the real product documentation is here:

http://msdn2.microsoft.com/en-us/library/aa337292.aspx

Take care and good luck,

-Lukasz