Frederic,
This same issue was mentioned within the Post:
http://support.sas.com/forums/thread.jspa?messageID=28599澷.
The recommendation was from 'murf':
"Hi UCF Angel,
I think I also encountered your item number 1 issue. Can you try taking out the filter first, then save your report without the filter. Then, in edit mode, add the filter and save it again... I think that should do the trick. Check it by changing the default value of the parameter and see if it will be reflected in the prompt.
You just have to add the filter last, and save it in edit mode. I tested different procedure of saving the report to reflect the default value and that procedure is the one that worked for me
Murf"
Hope this helps!
~ Angela Hall
http://sas-bi.blogspot.com