Quoting from the link:
After the installation, the following files should be present on the target system in the indicated folders:
<windows system>\Msdbrptr.dll
<program files>\Common Files\Designers\Msderun.dll
<windows system>\Msstdfmt.dll
The inclusion of Msdbrptr.dll (and its dependent files) typically corrects this problem. If you are still experiencing problems, make sure that the following files are included in your package:
Msdatrep.ocx
Msbind.dll
Data Reports do not directly depend on these files. However, if the files are missing, this can affect the Data Environment that is used by your report.
NOTE: If your application must have the Msdatsrc.tlb file, do not explicitly include this file because Msdatsrc.tlb is installed as part of the Microsoft Data Access Components (MDAC) upgrade.
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So there is more than one DLL that needs to be on the target system. The last note even mentions a file that you might need, but that you are not supposed to copy as it comes with an MDAC upgrade.
I wonder if you could just get the MDAC upgrade and your problems would just go away.