C:\Program Files (x86)\Microsoft Visual Studio 9.0\Common7\IDE\PrivateAssemblies\ProjectItems\ReportProject
C:\Program Files\Microsoft Visual Studio 9.0\Common7\IDE\PrivateAssemblies\ProjectItems\ReportProject
Then to use this template you right click on the reports menu and select new item.

What one would do is to have a nicely formatted header and footer with page numbers etc.
The only problem is that the wizard is nice in setting up your table or matrix.
It just doesn't allow one to have a default page of A4. Instead it defaults to the us letter sizes.