Selecting All the values by default in a Analysis Services parameter:
http://www.codeprof.com/dev-archive/140/19-82-1402720.shtm
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This isn't exactly what you're looking for (default to the "select all" option), but may work for you...
Set the default on your parameter to 'From query' and then point it to the same query that populates the available values. This way, all of the values will be selected.
Hope this helps.
Jarret
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