Does your report give only one page for each order, or is it multiple pages?  If it's multiple pages, there's no way I know of to display just the first page for each order - the viewer will show all of the pages for an order and then move to the next order in the list.

If so, then use the Select Expert  to select the order number field "Is one of" and then add several order numbers, one at a time.  Does the preview give you what you expect?  If so, look at the selection formula that was generated and use that syntax to set up the select from your application. 

This was what Brian was telling you to do, but you must start completely without the order number part of your selection criteria to make sure that the report itself is working correctly.

-Dell

Format the footer section for the group, and turn on Reset Page Number After.