SDR generates reports as SDR files, and when you hit the "print" button, it generates a pdf file if you have Adobe Acrobat software. The lowest budget version is Adobe "standard", sometimes called Adobe writer, or pdf writer. ~ $300 from what I can tell. I.e. not the no-cost Adobe reader software.
http://www.adobe.com/products/acrobatstd/
The workaround for me was to install a free pdf writer. I've only just tested it once, but CutePDFWriter worked for me. You have to use the "print setup" button when the SDR report first appears. Then, when you use "print", it chooses the CutePDFWriter, asks you where to save the pdf, and creates it in that location.
http://www.acrosoftware.com/Products/CutePDF/writer.asp
Microsoft, in the absence of Adobe Acrobat or another pdf writer, wants to open the SDR xmf files with XViewer, their analog to the Adobe pdf standard, but apparently SDR files aren't able to be opened this way.