I had been reading in Bryan Keller's post "How hard is it to write Reporting Services Extensions?" 

The documentation for Reporting Services includes a sample, however, that sample does not cover the use of data extensions that handle parameters. This is the only area where it gets confusing. Hopefully we will include a more comprehensive sample in the future.

...but I didnt need to search too far to find Gavin Joyce's post with some sample source code for doing just that.

Now to try it out for myself!