Changing a data source isn’t saved
In report builder 2.0 if you change from a local to a shared data source or the other way round and click ok the change isn’t saved.
This is clearly a bug in the forms IsDirty programming which detects if something has changed that requires saving.
To get round this you have change your datasource and then change the name of the data source click ok. The change of name forces the dialog to realise something needs saving and saves your change of datasource as well. Ideally you then need to go back in and change the name back.
Just another Report Builder nuance