When you are finished defining your report, click the Finish button to save it and add it to the reports list in the Reports Explorer. If you do not want to save the report, click the Cancel button or press Esc; you are asked to confirm that you want to discard any changes you have made.

To save the report with a different name, click the Save As button. Specify the new report name and optionally select a different folder. If you click OK, the new report is created and that's the report being edited in the wizard.