Hi,
Sounds like you are passing incorrect parameter values from the PP cube to the report. Bear in mind that the values passed will be the category codes, which are not necessarily the same as the labels displayed in PowerPlay. Eg - you might have a Product Line in Powerplay called "Camping Equipment", but if it's category code in the cube is the Product Line Code (eg L1), this will be the value passed to your RS report. In this case, your RS report should filter on the Product Line Code not the Product Line Name.
If you are not sure what values are being passed, temporarily add some layout calculations to the page header in your RS report showing the parameter values.
MF.