Rettifico tutto finalmente!!

Basta aggiungere objRpt.SetParameterValue("parametro1", "param") dopo aver impostato il datasource, quindi nel mio caso:

Dim ds As New DataSet1
Dim cnn As SqlConnection
Dim connectionString As String
Dim sql As String


connectionString = "connString"
cnn = New SqlConnection(connectionString)
cnn.Open()
sql = "SELECT Product_id,Product_name,Product_price FROM Product"
Dim dscmd As New SqlDataAdapter(sql, cnn)


dscmd.Fill(ds, "Product")
MsgBox(ds.Tables(1).Rows.Count)
cnn.Close()


Dim objRpt As New CrystalReport1
objRpt.SetDataSource(ds.Tables(1))
objRpt.SetParameterValue("parametro1", "param")
CrystalReportViewer1.ReportSource = objRpt
CrystalReportViewer1.Refresh()

Spero che possa aiutare qualcuno