Get milliseconds from DateTime report parameter

To simplify the situation, let's say I have a report, in which I pass a DateTime parameter. The value is with milliseconds. This al works well, the milliseconds are in the report subsystem and can be seen on the report.

Now I need to fetch that parameter's value in code. When doing so, the only option I'm aware of is to use

ReportParameterInfoCollection.Item("MyDateTime").Values.First()

which happily delivers me a string. As the default string representation of DateTime lacks milliseconds, I loose them, so I can't compare to the previously stored list with milliseconds.

Question: how can I get the DateTime report parameter with milliseconds from my code?

Mikhail