What type of database connection did you use for your report? If it's an ODBC connection, you will need to make sure that a corresponding 32-bit ODBC System (NOT User!) DSN is available on the server where your BO or CRS system is running. If you're using BO 4.x or CRS 2011 or newer, which are 64-bit systems, you will still need a 32-bit ODBC System DSN as the Crystal processes that are not for Crystal for Enterprise are all still 32-bit.
Also, after you publish the report, you need to open the Central Management Console (CMC), find the report under Folders, right-click on it and select Database Configuration. In the resulting screen you should enter the database password for your connection as well as setting "When viewing and scheduling report" to "Use same database logon as when report is run". Then click on Update.
This should get rid of the error message.
-Dell