Hi Steve,
I understand that you encountered the error message when you tried to apply
different parameters to your report.
If I have misunderstood, please let me know.

According to the error message, I find the following KB article that
addresses a known issue:
FIX: Error message when you display a parameterized report in a Report
Viewer Web part in SQL Server 2005 Reporting Services: "Object reference
not set to an instance of an object"
http://support.microsoft.com/kb/942530/EN-US

Since this issue is most likely a product issue, I recommend that you first
install the hotfix to see if it helps. However I also found an article from
internet:
Report Viewer Web part in SQL Server 2005 Reporting Services: "Object
reference not set to an instance of an object"
http://bisqlserver.blogspot.com/2008/02/report-viewer-web-part-in-sql-server
.html

From this article, it seemed that he said that the hotfix was not actually
included in the cumulative patch 4 or 5, however I have not found an
official document talking about this. If this hotfix does not work, I
recommend that you directly contact Microsoft Customer Support Services
(CSS) via telephone to get their confirmation and ask for the hotfix. Since
the call is asking for a hotfix, you will not be charged at last.

To obtain the phone numbers for specific technology request please take a
look at the web site listed below.
http://support.microsoft.com/default.aspx?scid=fh;EN-US;PHONENUMBERS

If you are outside the US please see http://support.microsoft.com for
regional support phone numbers.

Also I would like to post following articles for you to see if there were
anything missed in your steps:
Viewing Reports with SharePoint 2.0 Web Parts
http://msdn.microsoft.com/en-us/library/ms159772.aspx
Working with Reporting Services Using Microsoft Sharepoint
http://aspalliance.com/729

If you have any other questions or concerns, please feel free to let me
know. It is my pleasure to be of assistance.

Best regards,
Charles Wang
Microsoft Online Community Support
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