Bensta,
I'm afraid I don't have experience of Informix, but hopefully general principles will apply.
If your report is taking a long time to run, it suggests that your PC is having to read and sort a lot of data. Is it the case that your report is compiled from a lot of data, or do you believe that you should only have a small subset from the Informix DB? If it is the former, then I doubt that you can gain a great speed improvement. However, if it is the latter, then you need to look at what SQL is being passed to the DB for data extraction, to confirm that the DB server is doing all it can to reduce your PC load.
An example is a date filtered report. It might be that the date is not being passed in the SQL and hence all records are being returned and the filter being performed locally on the PC.
Another point to consider is join strategy (if more than one DB table is being referenced) Joins on non-indexed fields are slowerthan joins on indexed ones. Also the order of the joins can affect performance. Since you have no information regarding the structure of your DB, this could well be a problem. SQL server might be of assistance, but only if you were considering copying the tables you require from Informix to SQL server - what would be the time implication in doing so?
In Impromptu, select Report, then Query (Ctrl-Q) and then the Profile Tab. Click on the SQL radio button. How does the SQL compare to your filter and your data columns?
Apologies if the foregoing is a bit laboured.
lex