You can't. There's a Multi-select Parameter Idea somewhere you can vote for.
If you use parameter as filter then you can not select two value.
But if you want to show multi select drop down filter then create one calculation field and add that calculation field in filter. After that you can able to select multiple option.
Please let me know if you want more details regarding same.
Note: Please try to use calculation field or field attribute which you want instead of Parameter for filter.
I don't know about Venkata, but I'd like more detail. A sample workbook would be great. Thanks,
Sorry for Typo and Thanks for reply.
If we use dimensions or calculation field instead of Parameter then we can apply multi select drop-down option.