Your web browser may have a pop-up blocker enabled which is preventing the Report Preview window from opening. Please find below instructions for disabling pop-up blocking for the most common browsers.
Microsoft Internet Explorer
Further information here: http://windows.microsoft.com/en-GB/internet-explorer/ie-security-privacy-settings#ie=ie-11
Further information here: https://support.mozilla.org/en-US/kb/pop-blocker-settings-exceptions-troubleshooting
Further information here: https://support.google.com/chrome/answer/95472?hl=en-GB