Reporting Services: Saved Parameters Option

Has anyone used the Reporting Services Option "View with Saved Parameters" ? I am attempting to actually save a parameter but not having any luck.
1. I mark the option under Maintain Parameters
2. I run the report that has parameters
3. I complete the required parameters
4. I name the parameter set.
5. The report runs but when I go in the "View with Saved Parameters" there is nothing there.

Once I get the "View with Saved Parameters" option to work how do I show it on the Dashboard? I can't find anything in documentation.