When you add drill-through, you will see a new file type in the Files of type drop-down box. The file type is called ReportNet Report file (.crr). There is no physical file which matches this file type, rather it is used as a convenience when defining drill-through to IBM Cognos ReportNet or IBM Cognos 8. The name of the .crr file is the name of the target IBM Cognos ReportNet or IBM Cognos 8 report, and the two names must match exactly, as there can be many drill targets.