[dba-SQLServer] Reporting Services Question

I'm building a report whose data set is based on a parameterized stored
procedure. The params are @CategoryID and @SubCategoryID. I have opened the
Report Parameters screen and changed both parameters to combo boxes and
specified the value field and label field. Ok fine. Only problem is I'm
getting repeated values in the Preview mode, rather than a unique list of
all categories.

When I open the toolbox, at the top it says Datasets. This implies that I
could add two more datasets to the report, and use them as the dataset for
the combo boxes. But after a couple of hours of poking around, I cannot find
out how to add another dataset. If you can only have one, why does the
toolbox label say Datasets?

Anybody know if it's possible, and if so how to do it? Or some other way of
populating my combo box parameters?

TIA,
Arthur