if you are using the servlet you have to add the parameter "distribution" and "destination".

An example:

http://abc.def.com:8888/reports/rwservlet?report=c:\myreports\testreport.rdf&userid=scott/This email address is being protected from spambots. You need JavaScript enabled to view it.&destination=c:\temp\test.xml&distribute=yes

If you are starting it in the reports-builder just choose "Distribute" from the File-Menu.