If you reference SQL Server Reporting Services, you can have only one data source (local or shared). You should get a trick, for example, to have a stored procedure, to return different data sets based on a parameter that may be associated with a drop-down report.
See (SQL 2000 links, don't know which version you are using):
If on the other hand you are happy to use (IMHO much more flexible) a report viewing control (either a version of the Web or WinForms), then you can present any user interface that you like and generate any data that you like based on user interaction and just make the viewer display the output for you using the same engine. The big difference is that all the work is done by the client (which for the web application is your web server, not the database server).
Cm:
source share