Passing Multiple Values in Cascading Parameter

Hi there
I am playing with Reporting Services for the first time and I am trying to achieve the following design using some of the MS tutorials.
Assume I have a Category Table and Product Table.
I have successfully created a Category Dataset and Product Dataset that use is filtered on the Chosen Category ID - eg cascading parameters.
Works beautifully when I only select 1 Category.

Eg - Lets say the Categories are
Mens Clothes 
Womens Clothes
Childrens Clothes

When I preview my report I get the 2 paremeters to set - Category and Product  (product is greyed out as it is dependant on my choice in Category)

So I tick Mens Clothes - and I can then  Pick from Product - Shoes, Ties, Pants etc.

the problem comes in when I tick Men Clothes AND Womens Clothes - I get the error

Query Execution Failed for Dataset "Products"
Incorrect Syntax near ","


What of course I am hoping to achieve is in ticking Mens Clothes AND Womens clothes that I then get in Products drop down
Pants, Shoes, Ties, Skirts, Blouses etc...

Now my Parameters are set as allow Multiple Vlaues (Category and Products) - so I'm not sure what is wrong here.

This is all done with Visual Studio and Reporting services - so not much direct coding.
Some examples I have seen talk about not being able to pass multiple values in Cascading Parameters - but this seems like a very logical thing to.

Am I off track here - can anyone help provide any advice?
Cheers
Wally