I made an indepth post about this a while ago, I'll see if I can find it.
In the interim, use a parameter to return a dataset of values, based on that parameter, which returns relevant values for your next parameter. If you need another layer,do the same again (probably using both Parameters). Just ensure that the order of your parameters in your report designer is in the correct order (for example, don't have city before country, as you don't know what cities are applicable until you know which country you're selecting).
Thom~
Excuse my typos and sometimes awful grammar. My fingers work faster than my brain does.
Larnu.uk