What we want to do here is create a Pie Chart that you click on one of the pieces and it opens a pop-up that splits out the piece into another pie chart with a lower data grain (e.g Countries into Cities)
Take this Pie Chart for example:

Create another Report that only has a Pie Chart object in it but uses the same dataset as the top-level Pie Chart (you can just make a copy of the above report or copy the pie chart object into another report) now create a parameter for this report named after the grouping in the top-level pie chart.

Now open the pie chart properties and add a filter to the pie chart which uses this parameter

And the last thing you need to do on this pie chart is change the grouping to the next level down. to do this go to the Data tab and click the Edit Category Groups button to bring up the Grouping and Sorting Properties box and change the Group On expression to the drill down level

This report needs to be deployed to the same folder as the top-level report
Back in the original top-level report open the Pie Chart properties box and click the Edit button in the Values: section and go to the Action tab

Enter the following expression into the Jump to URL box
="javascript:void(window.open('" & Globals!ReportServerUrl & "?" & Globals!ReportFolder & "/DrilldownReportName &DrilDownParameterName=" & Fields!DrillDownReportGrouping.Value &"&
rc:Parameters=False"& " ','_blank','scrollbars=auto, resizable=yes, status=no, top=100, left=250, width=500, height=500'))"
In this case it's the expression
="javascript:void(window.open('" & Globals!ReportServerUrl & "?" & Globals!ReportFolder & "/Report 5a &Continent=" & Fields!Continent.Value &"&rc:Parameters=False"& " ','_blank','scrollbars=auto, resizable=yes, status=no, top=100, left=250, width=500, height=500'))"
You may need to play around with the javascript top, left, width and height properties depending on the size you want the pop-up window and size of pie chart (width and height) and where you want it to appear (top and left)
Now when the report is run from Report Manager you can click on the pie chart pieces to drill down