SSRS Lookup - second dataset depends on first dataset

Hi

My SSRS 2008 R2 reports executes a SQL Server dataset that populates a tablix. On each row returned I need to perform a lookup to see that if a corresponding record exists in a Progress database (second dataset ODBC). How does one do this as I don't think the lookup functions will work in this case (second dataset is parameterised with a value from the first dataset).

Regards

Tim

SQL DBA