There is a hidden preference that you can set in the preferences table of the Wds Report Repository database.
To turn on this feature:
1. Run this query against the Report repository database
INSERT INTO Preferences (PreferenceKey, PreferenceValue) VALUES ('DrilldownMethod', '1');
2. Stop and start your Wds application pool.
In the following example, this preference has been turned on and the user has drilled down into Canada.