I am not sure I follow your problem correctly. Could you help me understand better?
When the parameter is selected, how are you using the selection in your visualisation? Is it possible to provide a snapshot (image) of the view that you are attempting to create using the parameters?
I just tried to create a parameter using Add from list option against a SQL 2008 R2 SSAS database and it seems to work fine. What is your version of SSAS?