Diagnosis
The LSMW can only create a mapping for a report when it is created as aClient DX Object.

Procedure
To create a Client DX Object, follow the path below:
- Transaction SXDA (Data Transfer-Workbench)
- Goto => DX WB Release 4.5
- Goto => Int. Client DX Object
- Create icon
- Specify number (client area begins at 9000)
- Object type: Enter business object
- Specify short text
- Data transfer programm: Report name
- Structure name: Name of transfer structure for report