stored procedure,sql server,Report

I have a report which will pull the data from below stored procedure
    -- Insert statements for procedure here
                SELECT Empname
                FROM  EmpComp
                UNION
                SELECT ('NULL') AS Empname
 
The values are coming correctly. But dropdownlist is showing NULL in the middle of other datas.I want NULL as first value in the drop downlist(so that easy for selecting). This stored prcedure is connected to a dataset(in report) which have one parameter (Empname).
 
How can amend above code for that .Thanks