Hello Raju,
Did you take a look here : Design Studio 1.0: Set up a Cascading Filter in an Application or here Design Studio 1.2: Create a cascading dimension filter ?
To do your cascading, if you want to select multiple items, you should use listbox and not dropdown.
By the way, in your cascading filter, do you want to use multiple queries ? Or you will create your cascading from only one query ?
In the first case, you have to be sure that items you will select in your first query will be available as item in the second query...