That option is not available. In some of the articles I saw, it was turned off completely with SQL 2005 SP1 and then turned back on after that.
This forum has a link to Microsoft Connect if you want to submit it, but also a link to how to limit the values returned from the dataset.
http://go4answers.webhost4life.com/Example/remove-multi-value-select-all-drop-72402.aspx