No need to reinvent the wheel here, nice post by Chris Albrektson that demonstrates how to remove the ALL member from your parameter values where an Analysis Services Data Source is concerned.
Note if you are using the MDX Query Designer in SSRS you may find that editing your dataset queries effectively replaces any upstream datasets you just changed to the CHILDREN function back to ALLMEMBERS. What the ??
As a workaround, you will need to jump into code view for your report, locate each dataset and under the datasets QUERY element you will need to add the <rd:SuppressAutoUpdate> element and set this to true. This will effectively give the dataset immunity from being automatically updated. Example …
<Query> ... <rd:SuppressAutoUpdate>true</rd:SuppressAutoUpdate> </Query>
Alternatively simply executing the parameter dataset is supposed to automatically set the <rd:AutoGenerated> element to FALSE (which has the same effect) however I had no luck here.
Discussed here Connect MDX Query Designer Bug.