I wrote my first report against a SQL Server 2005 data source using integrated security. When I run the report on the computer that I used to create the report it runs fine. If I open the report on another computer (logged in as the same user or another user that should have access) the report asks for username and password (and has a checkbox for integrated security).
No username/password combination work and checking use integrated security does not work either.
The other thing I noticed about the logon dialog is that the database field is blank but it is not enabled so I cannot enter anything in there. The server field is correct (and not enabled).