For those of you thinking of using the new 'SQL Server 2005 Report Pack for Microsoft SharePoint Portal Server 2003 ' to report on your own sharepoint sites, there in a minor script error in the dbSPSReporting.sql script which is used to create a empty database.
Basically there is a comma missing after WSSDoc field in the stored procedure usp_Insert_FactWSS
which causes the stored procedure not to be created.
The fix is to add a comma at the end of the line.
ie.
WSSDoc nvarchar(255),