buven,
Ну в боле написано, что динамическую строку подключения создают так:

Data source expressions are processed at run time or when a report is previewed. The expression must be written in Visual Basic. Use the following guidelines when defining a data source expression:

Design the report using a static connection string. A static connection string refers to a connection string that is not set through an expression (for example, when you follow the steps for creating a report-specific or shared data source, you are defining a static connection string). Using a static connection string allows you to connect to the data source in Report Designer so that you can get the query results you need to create the report.

When defining the data source connection, do not use a shared data source. You cannot use a data source expression in a shared data source. You must define an embedded data source for the report.

Specify credentials separately from the connection string. You can use stored credentials, prompted credentials, or integrated security.

Add a report parameter to specify a data source. For parameter values, you can either provide a static list of available values (in this case, the available values should be data sources you can use with the report) or define a query that retrieves a list of data sources at run time.

Be sure that the list of data sources shares the same database schema. All report design begins with schema information. If there is a mismatch between the schema used to define the report and the actual schema used by the report at run time, the report might not run.

Before publishing the report, replace the static connection string with an expression. Wait until you are finished designing the report before you replace the static connection string with an expression. Once you use an expression, you cannot execute the query in Report Designer. Furthermore, the field list in the Report Data pane and the Parameters list will not update automatically.