Example below using the GOSAR data is one way of doing this for 3 columns (I would have attached as a text file but can't seem to figure out how). Note that the "filter" doesn't actually do any filtering, it's just to force multiselect in the prompt.
<report xml:lang="en-us" xmlns="
<modelConnection name="/content/package[@name='GO Sales and Retailers']/model[@name='model']"/>
<querySet xml:lang="en-us">
<BIQuery name="Report Query">
<cube><factList><item refItem="Product name" aggregate="none"/><item refItem="Year" aggregate="none"/><item refItem="Jan quantity" aggregate="none"/><item refItem="Feb quantity" aggregate="none"/><item refItem="Mar quantity" aggregate="none"/><item refItem="month_param" aggregate="none"/></factList></cube>
<tabularModel><dataItem name="Product name" aggregate="none"><expression>[gosales_goretailers].[Product forecasts].[Product name]</expression></dataItem><dataItem name="Year" aggregate="none"><expression>[gosales_goretailers].[Product forecasts].[Year]</expression></dataItem><dataItem name="Jan quantity" aggregate="total"><expression>if ([gosales_goretailers].[Product forecasts].[Month]=1) then ([gosales_goretailers].[Product forecasts].[Actual quantity]) else (0)</expression></dataItem><dataItem name="Feb quantity" aggregate="total"><expression>if ([gosales_goretailers].[Product forecasts].[Month]=2) then ([gosales_goretailers].[Product forecasts].[Actual quantity]) else (0)</expression></dataItem><dataItem name="Mar quantity" aggregate="total"><expression>if ([gosales_goretailers].[Product forecasts].[Month]=3) then ([gosales_goretailers].[Product forecasts].[Actual quantity]) else (0)</expression></dataItem><dataItem name="month_param" aggregate="none"><expression>?month_list_param?</expression></dataItem><filter><condition>([gosales_goretailers].[Product forecasts].[Month] in (?month_list_param?)) or (1=1)</condition></filter></tabularModel></BIQuery>
</querySet>
<layoutList>
<layout>
<promptPageList><page name="Prompt Page1">
<pageHeader>
<block class="reportTitle">
<textItem class="reportTitleText">
<text/>
</textItem>
</block>
<style>
<CSS value="padding-bottom:10px"/>
</style>
</pageHeader>
<pageBody>
<style>
<CSS value="padding:12px"/>
</style>
<selectValue selectUI="listBox" parameter="month_list_param" multiSelect="true"><selectOptions><selectOption useValue="1"><displayValue value="Jan"/></selectOption><selectOption useValue="2"><displayValue value="Feb"/></selectOption><selectOption useValue="3"><displayValue value="Mar"/></selectOption></selectOptions></selectValue>
</pageBody>
<pageFooter>
<style>
<CSS value="padding:12px;border-top:1pt solid #999999"/>
</style>
<promptButton type="cancel">
<style>
<CSS value="margin-right:7px"/>
</style>
</promptButton>
<promptButton type="back">
<style>
<CSS value="margin-right:7px"/>
</style>
</promptButton>
<promptButton type="next">
<style>
<CSS value="margin-right:7px"/>
</style>
</promptButton>
<promptButton type="finish"/>
</pageFooter>
</page>
</promptPageList><pageSet>
<page name="Page1">
<pageBody>
<list refQuery="Report Query">
<listColumnTitles><listColumnTitle><textItem><queryItemRef content="label" refItem="Product name"/></textItem></listColumnTitle><listColumnTitle><textItem><queryItemRef content="label" refItem="Year"/></textItem></listColumnTitle><listColumnTitle><textItem><queryItemRef content="label" refItem="Jan quantity"/></textItem><conditionalStyle refVariable="Include Jan"><style><CSS value="display:none"/></style><style refVariableValue="1"/></conditionalStyle></listColumnTitle><listColumnTitle><textItem><queryItemRef content="label" refItem="Feb quantity"/></textItem><conditionalStyle refVariable="Include Feb"><style><CSS value="display:none"/></style><style refVariableValue="1"/></conditionalStyle></listColumnTitle><listColumnTitle><textItem><queryItemRef content="label" refItem="Mar quantity"/></textItem><conditionalStyle refVariable="Include Mar"><style><CSS value="display:none"/></style><style refVariableValue="1"/></conditionalStyle></listColumnTitle></listColumnTitles>
<listColumns><listColumn><textItem><queryItemRef refItem="Product name"/></textItem></listColumn><listColumn><textItem><queryItemRef refItem="Year"/></textItem></listColumn><listColumn><textItem><queryItemRef refItem="Jan quantity"/></textItem><conditionalStyle refVariable="Include Jan"><style><CSS value="display:none"/></style><style refVariableValue="1"/></conditionalStyle></listColumn><listColumn><textItem><queryItemRef refItem="Feb quantity"/></textItem><conditionalStyle refVariable="Include Feb"><style><CSS value="display:none"/></style><style refVariableValue="1"/></conditionalStyle></listColumn><listColumn><textItem><queryItemRef refItem="Mar quantity"/></textItem><conditionalStyle refVariable="Include Mar"><style><CSS value="display:none"/></style><style refVariableValue="1"/></conditionalStyle></listColumn></listColumns>
<style>
<CSS value="border-collapse:collapse"/>
</style>
<XMLAttribute name="RS_ListGroupInfo" value=""/></list>
</pageBody>
</page></pageSet></layout>
</layoutList>
<variableList><variable name="Include Jan" type="boolean"><expression>ParamDisplayValue("month_list_param") contains 'Jan'</expression><variableValueList><variableValue value="1"/></variableValueList></variable><variable name="Include Feb" type="boolean"><expression>ParamDisplayValue("month_list_param") contains 'Feb'</expression><variableValueList><variableValue value="1"/></variableValueList></variable><variable name="Include Mar" type="boolean"><expression>ParamDisplayValue("month_list_param") contains 'Mar'</expression><variableValueList><variableValue value="1"/></variableValueList></variable></variableList></report>
