You're not running that in a runtime version by chance? I've never used runtime so it might be a dumb question, but AFAIK, OutputTo isn't allowed in RT version.
EDIT - BTW, I think you'd find that including the error number in a single message box would be helpful.
Msgbox "Error " & Err.Number & ": " & Err.Description
is how I roll.
Also, it may be that in RT version you have to open the report first.
The more we hear silence, the more we begin to think about our value in this universe.
Paraphrase of Professor Brian Cox.