The simplest way to step through an assembly in SSRS 2005 is to add the custom assembly solution to your current reporting project and specify which report you want to debug the assembly against.
You must ensure that the DLL of your assembly is copied to reporting services private assembly location (see below) otherwise your report won’t recognize it.
C:\Program Files\Microsoft Visual Studio 8\Common7\IDE\PrivateAssemblies
You need to do this at least once and anytime you update the assembly code. In the case of updates you need to close VS altogether before you can copy it to the directory. Reason being is because Reporting Services only loads assemblies once and keeps it in memory for improved performance.
a. To add an existing assembly project to your reporting project just go File -> Add -> Existing Project.
b. To specify the report you want to debug go Project -> Properties
That’s really all there is to it. You can step through your code by adding breakpoints to your custom source and hitting F5. The most common problem you’ll probably run into is you forget to update the DLL to reporting services private assembly location.