Why is the report not working in SSW SQL Auditor?

You will see that there are two versions of SSW SQL Auditor.

SSWSQLAuditorVSNET_verX.exe (If you have Visual Studio .NET installed)

and

SSWSQLAuditor_verX.exe (If you don't have Visual Studio .NET installed)

If you don't have Visual Studio .NET installed you need to use the second version - otherwise, the report won't display.