What I do is create a strong dataset.

If you read the article, you'll notice I had a

ParameterDS

which is a strong dataset.

Basically, I code one of these up.
And as the user checks/selects items from a form, I add entries to an
instance of this dataset.

So I might show:

CheckBox list of Customers
2 Text Boxes... for a "Orders After This Date" and "Orders Before this
Date".
DropDownList of Countries.

Then I can loop/find the values they picked.

Something like this (This is PSEUDO code, not working code).

ParameterDS ds = new ParameterDS();

for each ( Selected Check Box in chkAllCustomers )
{
   ds.Customer.AddNewCustomerRow ( selected check box . Value ) ;

}
if(ddlCountries.SelectedItem Is Picked)
{
ds.Countries.AddNewCountryRow( ddlCountries.SelectedValue ) ;
}

And I then ship this dataset .GetXml() to the stored procedure.