A major short coming with multi-valued parameters in SQL Server Reporting Services is that there is no way to disable the 'Select All' option. This may have massive performance issues if 'Select All' is checked and large numbers of records are pulled from the DB. A work-around is to create another parameter and by using the IIF function limit the number of parameters available for selection.
The first stage is to create a new parameter, in this case, called LimitEstablishmentParameter.
I've decided to limit the number of parameters available for selection using the following code in Default Value for the LimitEstablishmentParameter.
Where xxx is a value that will return zero records from the dataset.
Change your dataset to refer to your new 'limiting' multi-valued parameter (LimitEstablishmentParameter in this case).
It's also worth putting a textbox near the top of the report with an expression similar to the following, informing the user of the selection limit:
=iif(Parameters!LimitEstablishmentParameter.Value(0)="xxx","The selection is limited to 20 establishments.",(Join(Parameters!EstablishmentParameter.Value, ", ")))