Error using reporting services

Hi, I have an application that uses reporting services connected to a SQL Server 2000 Database.
I tried to export a report that has over 2000 records from a table and when I'm downloading the report an error appears saying that the session was killed and that the report can't be downloaded.
Why is this happening?
It's really frustraring because my application is used by big companies that need to do this kind of reports so what could be the solution?????