Reporting errors with login


I have deployed a report from a datasource on another computer running SQL 2005, the reporting server is on another server. When I run the report from the server itself it runs fine but when I run it using IE on my machine it gives me the following error: "An error has occurred during report processing.
Cannot create a connection to data source 'CampaignMasterData'.
Login failed for user 'NT AUTHORITY\ANONYMOUS LOGON'. "

The report was created with Windows Integrated Security option.
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I'm not sure but this could be to do with allowing anoynomous logins over IIS.. This is a bit of a shot in the dark but i remember vaguely having some issue like this before. Hope this helps!

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abhijitm00Author Commented:
Thanks for getting back climbingjaffa, is there a KB article I can read about this? Does anonymous authentication need to be disabled?
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Microsoft SQL Server 2005

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