But did you try it AFTER you copied the report to the Debug folder?
The point is, when you deploy your application, the "project" folder is meaningless, because it doesn't exist. If you're going to use ReportDocument.Load, you need to either dynamically supply the path to the report through a properties or config file that your application will read or you need to put the reports in the same folder as the exe that you're running.
Another option is to compile the report into your application and just create an object of that report class instead of loading the report from a file.
-Dell