Took me a while to figure out how to do this. I was really pulling my hair out and then the solution turned out to be so simple!
Problem: Reports generated using SSRS 2005 Report Builder (ad hoc) based on Report Models developed using SSRS 2005 BIDS have a really neat drillthrough capability that allows end users to click an aggregate in the data region of a matrix report in order to drill down to the details behind that number. By default the Report Model wizard attempts to choose which columns should be displayed in the drillthrough report for you, but it does not always pick the fields that you would like it to.
Solution: In this situation you need to manually choose which fields to include in the drillthrough report. The mistake I made was in assuming that the "include in drillthrough report" indicator would be a property at the attribute level within a Report Model, something you could set true/fales for each source field. As it turns out you manage this via a collections property named "DefaultDetailAttributes" at the Query object level. See screen shot:
Model Designer Object Properties: http://msdn.microsoft.com/en-us/library/ms159611.aspx
Model Designer Query Properties: http://msdn.microsoft.com/en-us/library/ms157375.aspx