Nothing happens when create file with HTMLReportEngine

Hi All,
 
I'm using HTML Report Engine to create reports in my ASP.net pages (framework 3.5), but I'm receiving false when will save the report.
 
I'm trying to figure out why of this false return, and in the folder where the file should be in, there´s no file.
 
Something wrong with my environment?
Anybody can help me please?
 
Thanks in advance
Regards
Alex