don't think you can do it. CR only reads 1 row at a time and reports on it. If it is a group header, it looks at the first row that starts the group, and the last one for a footer...it won't read multiple rows for a header or a footer.
You could create a subreport that will load a shared variable that is the concatenated value you are seeking, or you can modify how you are retrieving the data to concatenate the multi row value into 1 column for the report to display.
HTH