I found the solution myself:
Some reports work only if do not leave the search criteria at the default start date of Jan 1 2004, 00:00. You have to set the hour to non Zero, i.e. Jan 1 2004, 01:00 and it will work..
This is what I call a mean bug :)
David
PS: I had set my timezone to GMT plus 1, if that is of any relevance