This is caused when the report can not find the template it is based on.
For Reporter 7 this can be solved by installing the SR-4 patch and enabling the "Trust access to visual basic projects" in the security dialog in Word or by making the template accessible to the document by placing the template in a shared folder.
For users of Microsoft Office 2000 and Reporter 7 it should suffice to just install the SR-4 patch.
ThermaCAM Reporter 7 SR-4 patch
For users of Reporter 8:
To turn on the Trust access to Visual Basic Projects (Microsoft Office Word XP/2003)
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On the Tools menu, point to Macro, and then click Security.
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On the Trusted Sources tab, select the Trust access to Visual Basic Project check box.