Hi Goutham R,
As of 4.0. it was by a limitation.
I have read some where that some users were able to meet the requirement by putting a semi colon at the end of each value in a excel and feeding it to the prompt but seems like you have already tried that.
Please see if you put a vote here in this link:
Selection option variable not behaving the same way in WebI : View Idea
But I think this requirement can be met in Analysis edition for OLAP.
BR
Prabhith