1. Set up your parameter at the report level as usual, check the box Multi-value, and set the Data Type to String
2. Set the Stored Procedure Parameter to varchar(max) --<---- This part here is the key to it's success
Example: @cst_key varchar(max)
3. Set the WHERE clause to use a split string function so it can parse out the comma seperated values into an array & back out to the calling procedure.
If you already have one that splits strings into a comma seperated value, that will work fine but if you do not,
you can find a handy one here by Expert; chrismc @ http://www.experts-exchange.com/Microsoft/Development/MS-SQL-Server/SQL-Server-2005/Q_23470331.html
Then plug it into the WHERE Clause of your Stored Procedure
([cst_key] IN (SELECT VALUE FROM [dbo].[ufn_Split](@cst_key