I read your response and thought to myself, "That can't be it! I've been looking in the property sheet for an hour, now!"
But, I opened up the report in design view, opened up the property sheet, and it was right there!
My confusion: I will often do another task in the report before looking at the properties thus when I would open up the property sheet, the default selection would be "report header" or "field xyz". How does one select the Report itself to see the properties if one has already clicked elsewhere in the report?
I typically double click on the little black square in the upper left hand corner, at the intersection of the horizontal and vertical rulers. You can also right click on the blue bar along the top and choose properties.