Reporting Services passes multi select parameters as a comma delimited list, so depending on how you have it set up, it will most likely fail.
If you're using a hard coded sql string in your data set on the RS side, you can do something like (don't remember the exact syntax)
Where Value in (RSParmName), and since it replaces it with a string, you're fine.
If you are calling a SP passing in the parms, you'll have to split out the comma separated list and handle it appropriately.
There are plenty of threads on here showing how to split comma delimited strings.