>I am Using Visual Studio Enterprise Edition First disk, but I looked in the tools folder, and did not find it there.

Check on disk 3.

>However, I am Still using the DataReport from VB6, but the only problem is that I am Receiving that error 13 , type mismatch error when I load it.

Try removing some fields of your reports. You may have a calculation column that try to add characters.

>I am pretty sure that my Dataenvironment has the right connection,

Display your data into a grid on a form to see if correct values are displayed.

>but I need to find out about create a Data environment instance in code and do all of the work for myself so I can find the problem in the code;

You can't create a DE instance. You need to use Connection, Command and Recordset objects.