Multi-value parameters are not formally supported in Telerik Reports that are based upon a Stored Procedure datasource. To circumvent this, I currently use a workaround as detailed in a post by me in the reporting forum here:

http://www.telerik.com/forums/how-to-pass-multi-value-parameters-to-a-stored-procedure-datasource

One of your admins, Nasko, suggested Telerik may look into implementing this procedure out-of-the-box to streamline it for users, hence I am posting this suggestion here to track it.

For an out-of-the-box implementation, it would be nice to see the possibility of setting a parameter datatype to "List" or something similar to denote it will send a serialized string to a Stored Procedure datasource and do the Join() of the selected multi-value parameter items automatically. It will still depend upon having a table-based function in the target database to de-serialize it though, I suspect.