Intro
If you ever want to check the parameters submitted with a report for alpha numeric characters (so it doesn't contain symbols, punctuations, etc) then you should do this at the database level, and then get the report to complete the check:

The Plan
  1. User enters value in parameters and clicks on "View Report"
  2. Report passes parameter to dataset which gets formatted by the database
  3. Report retrieves (select) formatted parameter as a field value to use
  4. Report loads with changes based on returned value.

The Gist
  1. Add database level parameter check
  2. Add IIF in SSRS to confirm

Database Level AlphaNumeric Check
You may have better ways to do this but here are my database level checks for alphanumeric values: 
-- ORACLE
-- 0 if is alphanumeric, 1 or more if not alpha numeric.
SELECT 
(LENGTH(TRIM(TRANSLATE(:ParameterToCheck, 'abcdefghijklmnopqrstuvwxyzABCDEFGHIJKLMNOPQRSTUVWXYZ0123456789', ' ')))) AS NotAlphaNumeric  
FROM
...


-- Transact-SQL
-- 0 if is alphanumeric, 1 or more if not alpha numeric.
SELECT 
PATINDEX('%[^a-zA-Z0-9]%' , @ParameterToCheck) AS NotAlphaNumeric
FROM
...


-- MySQL
-- 1 if is alphanumeric, 0 if not alpha numeric.
SELECT
@ParameterToCheck REGEXP '^[A-Za-z0-9]+$' AS AlphaNumeric
FROM
...

Usage
-- Using the ORACLE example
SELECT
	Column1,
	Column2,
	(LENGTH(
		TRIM(
			TRANSLATE(
				:ParameterToCheck, 
				'abcdefghijklmnopqrstuvwxyzABCDEFGHIJKLMNOPQRSTUVWXYZ0123456789', 
				' '
			)
		)
	)) AS NotAlphaNumeric  
FROM 
	YourDataSetTable
WHERE
	ThisRecord = :UserSpecifiedID

-- where :UserSpecifiedID is one of the report parameters (Oracle local variable)
-- where :ParameterToCheck is another of the report parameters (Oracle local variable)
MDX Check
/*  
	For Expression Value.  
	Remember to apply to both ACTION and if you use color change FONT. 
	Note for MySQL solution change 0 to 1.
*/
=IIF(
	Parameters!ParameterToCheck.Value"" AND Fields!NOTALPHANUMERIC.Value=0,
	"Valid",
	"Not Valid"
)
Additional
If like us, you've made a report containing a link dependent on parameters submitted, we had to apply a similar IIF statement block to the Font color and the Action target as well within SSRS.