for a students projects we are working with Pentaho CDE to create a dashboard. At first it works fine, but now we are hanging at the point adding more than one Select Component.
Two approaches:
On your single select query add (possibly hardcoding) a "All" option and have some JS logic learn how to handle it;
Use multi select components. However, bear in mind that the parameter values on a multi select component are stored as an array in javascript, whereas the parameter value will be passed as a comma separated list to the query. So, if you want to use a multi select parameter in a SQL query you will most likely use it inside a IN condition.
Finally, check your pentaho.log file. The errors and exceptions will be logged there.