If you are using the wizard it will be a little different. Also, I do not have that version installed so you may have to search a little for the menus.
1. Create a report.
2. Click on Database-Add/Remove Database.
3. You will have a list of different ways to connect to your database on the left, choose OLE DB ADO.
4. Got to "Make new connection" and create the connection to the database.
5. After that connection is created it will appear on the left hand side. Drill down to "Stored Procedures" and locate your SP.
6. Click on the SP to add it to your report.
7. Now it is drag and drop. Choose the "Select Expert" to provide you with the fields that are returned in your SP.