I have created a report that I will embed in Sharepoint 2007 via a webpart using a report viewer. This works well and looks rather nice, however in the report I have a text
Have you tried using javascript and window.open to open a new window in the Go To URL action of the textbox? For example:
="javascript:void(window.open('http://myserver/mypath/myasppage.html', '_blank'))"
Check out this article for more info.