Concatenate values in parameter

I have a query that returns 2 fields, FirstName and LastName. I also have a parameter that needs to be FirstName + " " + LastName. When I open the "Report Parameters" page and select Available Values from query I can set only the parameter to only one field.
Is there a way to concatenate those two fields and used them as one? I tried doing that in the query (using the RS data query builder) but I was unable to get it to work.
Thanks.