i think u might have gone and right clicked at the solution file in the solution explorer which is the first one visible. Click at the .vb named file just below it which also bears the same name as your solution. Right clicking on it will open up the list from where when u select add new item a dialog box will open up. From here when u scroll down u will see the crystal report option. Give a suitable name with the extension.rpt and click open. The new report will be added to your solution.
hope u find this helpful.