Hi Rod,
You would eventually need to use ShiftDateTime as the prompts won't convert to UTC automatically.
Here's what you can try:
1) Create a Blank Report
2) Create two Date or DateTime prompts (depending on the datatype of the prompt you created in the Command Object)
3) Create two separate formulae in the Main Report with the ShiftDateTime() function that references the prompts in the Main Report' you may call them StartDate and EndDate
4) Insert the Original report as a Subreport (the one that has the Command Object with the prompt) and place it on the Report Header
5) Right-click the Subreport > Change Subreport Links > Move the StartDate formula to the 'Fields to Link to' pane on the right
6) From the drop-down at the bottom left that says 'Subreport parameter field to use' choose the Start Date prompt from the Subreport's source
7) Do the same for the End Date prompt too
This way the user's will still be prompted for a Start Date and End Date and they won't have to worry about the UTC conversion too.
Hope this helps.
-Abhilash