Yeah so if you're data set(s) read directly from the database then you need to make sure the account you're using has db_datareader on whatever DB's it is reading from. If you're calling a stored proc (recomended) then the user account must have execute privileges on the stored proc and must also be a db_datareader in the databases from which the stored proc calls.
Hope this helps!
Ben Sullins
bensullins.com
Beer is my primary key...