Not that I'm aware of. I can actually watch the files being removed. I'll schedule a report for say 1 or 2 minutes in the future, then open the folder with the report in it. When the scheduler runs I can tell because the cursor changes to an hour glass, and then ... poof the report is gone. Happens every time??

I had the same happen when I was directing the output .PDF file to the same folder as the input .rpt file. I am told my CRD support that updating to the latest build (Jan 2009) will fix this issue.
However, I did overcome it by directing the output .PDF files to a folder other than the input .rpt folder. That's saved me doing the upgrade until a later date for the moment.