You didn't say if you are installed on Windows Server 2003 - if so look at the installation documentation. Installing on 2003 is very particular about the login type you use during installation.
I have had a similar problem in that the report runs in the IDE but not once it has been published to the webserver. I had to modify the data connection item properties by entering a login name/password. If you do not see the data connection item in the same folder as your report, click on the details button in the upper right corner of the screen.
Not sure I can help you much beyond this, but hope this helps.