I feel the best way to make this decision is to look at your mission. I have always felt the mission of IT/IS to help people be more productive. In this case, the manager is attempting to get something done, but is having difficulty. Therefore it is my mission to assist him.

Of course, afterwards I would look at why he had to ask for my help. Is there anything I can do to prevent this type of request from happening again? But that's a Monday thing.

Of course, if I know something about this manager that suggests that by giving in to his request it will make my mission more difficult (say, he's the type of person who just wants a minute of your time and by giving in he'll continually ask for more and more until you're doing everything for him and have not time to help others) then an alternative needs to be sought. I wouldn't lie to him but maybe I could run the report from home and email it to him later or something.

I'm fortunate that I have a degree of freedom where my manager trusts my judgement and wouldn't bust my chops over being too accomodating. I was in a situation like that before and it ran counter to my mission so I found somewhere to work where their values and mine lined up.