This is a known issue with SSRS 2005 and earlier; Reporting Services is memory dependent. On very large reports, you are consuming all available RAM and the server is restarting to correct the issue. The prompt for a login while a report generates is an indicator of being disconnected from the report server.

If you check your error logs, you will most likely find out of memory exceptions. The only way to get around this is to increase the RAM but there is still a limit to how large of a report you'd be able to run. Also, be aware the export method has an affect on system resources as well. Excel is the most costly while CSV is the least.

The good news is Microsoft has corrected this in SQL 2008 and the report server will now allow very large reports to execute.

Dave