What tsql can you enter, or not enter, in the Report Studio Query Window? Can you EXEC any proc, function, create a sproc, truncate a table, etc? are you only limited by your SQL permissions, or does Cognos have some sort of filter?
I was not very clear. I have a report, added a SQL Query. And from within that window, and I type any valid tsql command?
Normally you should not be creating any SQL at all. What are you trying to accomplish?