I've been trying to do this same thing, set a simple list of parameter values from report code. None of the links in any of these answers shows how to do this and after quite a bit of digging around I don't think it's even possible. Yes it is possible to get the values from a database query, from a web service, or from a custom assembly, but each of these creates a lot of overhead compared to getting the list from a simple function call like =Code.GetValues(), where the function uses a For loop to create the values.
msvcyc is correct in pointing out that the parameter is expecting a string value, but the function is returning an array. I changed the return type to Array as suggested by prashant sable, but the select list is still grayed out, it does not work. And coldice is correct in saying that the access modifier should be Public.
In my digging around I found an article by James Kovac from 2005 that pointed out why this is not possible. The Parameters class has a get method, but no set method. In the VS 2008 object browser for SSRS 2008 the object name has changed, but it still does not contain a set method (see Microsoft.ReportingServices.Interfaces.IParameter.Name or .Value).
My current workaround is to just hard code the list of values, but if your value list needs to be dynamic then your only choices are database queries, web services, or custom assemblies. I think the easiest workaround of these three is to get the values from the database engine, as suggested by oleksiy.t, as long as you can write a query to return the value list you want. Your list of integers, or my list of time intervals, would both be easy queries to write. Otherwise you will need to use one of the other two workarounds.