Hi,
How to check that KB#958745 issue resolved in SP3 of SQL Server 2008.
FIX: Error message when you try to run or preview a very large report in Microsoft SQL Server 2008 Reporting Services: "Exception of type System.OutOfMemoryException was thrown"
Article ID: 958745 - View products that this article applies to.
Bug #: 50003243 (SQL Hotfix)