Sill I couldn't find any proper solution but I solve my problem by changing DataSource SelectCommand query. On report refresh button_click I just change MyDataSource.SelectCommand query as
string AgentIds = "5000,5001,5002";
MyDataSource.SelectComamnd = "Select * from Agent where AgentId IN ('" + AgentIds + "')";
and it works. If anyone find a batter solution to add multiple values to DataSource variable then please update me.