I keep getting the error message: an error occurred during client rendering an error occurred during report processing. Cannot create a connection to data source 'xxxxx'.
To fix the problem, change the instance to the mixed mode authentication. In this way, the SQL Server login ReportExecution should be fine.
Note 1: The database should the AdventureWorks2008 or AdventureWorks2008R2, not the DW ones.
Note 2: The user in the msdb does not need to be in the db_datawriter role.
Note 3: The UNC path for a local folder could be: \\MachineName\theSharedFolder, localhost should be OK too to replace the MachineName.
Note 4: The credential for accessing the shared folder on p.560 should be the Windows user created earlier.