Thanks for the help! I got it working great, below is the code that I used. They may be a simpler, more elegant solution, but this works well.
Code:
Private Sub ElementPrgType_Click()
Dim strWhere As String
Dim strWhere1 As String
Dim ctl As Control
Dim ctl1 As Control
Dim varItem As Variant
'make sure a selection has been made
If Me.Countries1.ItemsSelected.Count = 0 Then
MsgBox "Must select at least 1 country"
Exit Sub
End If
'add selected values to string
Set ctl = Me.Countries1
For Each varItem In ctl.ItemsSelected
'strWhere = strWhere & ctl.ItemData(varItem) & ","
'Use this line if your value is text
strWhere = strWhere & "'" & ctl.ItemData(varItem) & "',"
Next varItem
'trim trailing comma
strWhere = Left(strWhere, Len(strWhere) - 1)
Set ctl1 = Me.Competition1
For Each varItem In ctl1.ItemsSelected
'strWhere = strWhere & ctl.ItemData(varItem) & ","
'Use this line if your value is text
strWhere1 = strWhere1 & "'" & ctl1.ItemData(varItem) & "',"
Next varItem
'trim trailing comma
strWhere1 = Left(strWhere1, Len(strWhere1) - 1)
'open the report, restricted to the selected items
DoCmd.OpenReport "WBS Element by Prg Type - Summary Report", acPreview, , "COUNTRY_NAME IN(" & strWhere & ") "
DoCmd.OpenReport "WBS Element by Prg Type - Summary Report", acPreview, , "Competition IN(" & strWhere1 & ") "