you first have to check that the sap report produce a spool ; is it not the case for all the report. The report connector assumes that the abap report generated a spool. So first run the report in sap (transaction se38) and check you get a spool.
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In my other reply I mentioned that you can use transaction code ZSU3 to modify your profile. In there, you can select the Defaults tab and uncheck the following boxes:
Delete after output
This will keep your spool request from being deleted after you run your report.
Hope that works for you.
I am bumping this because I am having the same problem and don't see any solution, yet.
My report returns a spool file and I've checked SU3 to have the two above mentioned settings.
When I get the report with a variant it works fine, but using the new Connector feature it doesn't.