Paulette, I'm not sure this is still an issue for you, but I had the same problem and found the solution in the Discussion Board. This should work for you: Create a new column in your report, switch to text mode and paste the following:
displayname=All Job Roles
link.linkproperty.0.name=ID
link.linkproperty.0.valuefield=ID
link.linkproperty.0.valueformat=int
link.lookup=link.view
link.value=val(objCode)
listdelimiter=
listmethod=nested(userRoles).lists
namekey=roles.plural
textmode=true
type=iterate
valuefield=role:name
valueformat=HTML
This accomplished 98% of what I was looking for (the other 2% was including the percentage distribution for the roles assigned). The credit goes to @Andrew Beard for working making this work. Norbert Esty New York University