hi Moshe,
I too encountered this kind of a problem and the mistake was that when creating the report we used a local ip link but while executing the report it was done from global http location link and it did not execute the report as the link of the report was pointing to local ip link which was not accesable then. Make sure that you have give always the global http location and no local ip links in the report manager.
This was just one idea i got, hope the above was helpful to you.