Display selected tree prompt members under hierarchy level headings

[Arthur57]

I have a multi-select tree prompt in my report and wish to show the users' selected items under the level headings of the hierarchy.  Currently I am using the function ParamDisplayValue() with my prompt but this shows a long list of the selected members from all hierarchy levels as per below:

Selection: L1a, L2a, L1c, L1d, L2d, L2h

I would like to split the selected items out into the respective hierarchy levels.  For example, my hierarchy has 2 levels and I wish to show the selected members under these in the report as follows:

Hierarchy Level 1 Selection: L1a, L1c, L1d... etc
Hierarchy Level 2 Selection: L2a, L2d, L2h... etc

I am still an early novice and haven't found help elsewhere on the web.

Thanks