Jim,
I was a bit vauge earlier when I said it might be a rights issue. Below is a series of steps you can use to check in order to make sure the ASPNET user has full rights to the needed directory:
A) Open an Explorer Window...
B) Click on the Tools menu option at the very top of the screen
C) Click on the Fold Options menu item
D) Click on the view tab
E) In the Advanced Settings listbox, scroll down to the very bottom option which says "Use simple file sharing (Recommended)" and UNcheck it...
F) Click Apply / OK
G) Return to Windows Explorer window...
H) Right click on the Temp directory
I) Left Click on the menu item "Sharing and Security"
J) Click on the security tab
If you do not see the ASPNET user in the list of users with permissions... Do the following
K) Click the Add button
L) Type in the name ASPNET
M) Hit Enter
N) Once returned to the main screen you'll see ASPNET higlighted in the list of users with permissions
O) Change his permission level to Full Control
Repeat steps I through O for the Directory where the report is as well....
Hope that helps...