Ok, not giving up, but definitely frustrated!

I am using SQL Server Reporting Services 2005. Create my nice little reports, build and deploy them to the report server. Everything is happy so far.

Now I have created a simple webpage that essentially lists the availble reports. (Management did not want to allow user direct acces to Report Manager, don't ask, I know would have made my life easier) User goes to the site, clicks the link for the report and it throughs those nice:

An error has occurred during report processing. (rsProcessingAborted)
Query execution failed for data set 'DataSet1'. (rsErrorExecutingCommand) OR the Error opening connection, etc.

I have checked the webconfig files, connection strings, permissions, and all that good stuff. Any one have any ideas what else I should check?