Check out the response from DevDells on Sep 19, 2008 from here: http://social.msdn.microsoft.com/Forums/en-US/sqlreportingservices/thread/43385efd-b4ff-41ef-b24b-da911c155936

Basically, you need to create a share with the folder where your file will reside, and your Jump to URL will be in the following format:

http://ServerName/share/filename.txt

To create the share, right-click the folder name and go to the properties. Make sure you enable Web Sharing, as well.

Hope that helps.

-Marianne