Frederic, (sorry about the long post, you can remove it later, or move the pictures to your server)
I decided to start from scratch, new shared datasource,new report, new sharepoint list. The user has read rights to the list.
The report runs as admin, but not as the user, following are some pics related to the report + log
DataSource using windows credentials

Report Datasource

how the report supposed to look

screenshot of the user looking at the image library (Smith Mark

screenshot of the errormessage after running report.

sql server report log for the report
w3wp!library!e!12/03/2009-10:53:43:: Call to GetPermissionsAction(/Sales/Region Weekly Report).
w3wp!library!e!12/03/2009-10:53:43:: Call to GetPropertiesAction(/Sales/Region Weekly Report, PathBased).
w3wp!library!e!12/03/2009-10:53:43:: Call to GetSystemPermissionsAction().
w3wp!library!b!12/03/2009-10:53:43:: Call to ListChildrenAction(/Sales/Region Weekly Report, False).
w3wp!library!d!12/03/2009-10:53:43:: Call to GetSystemPropertiesAction().
w3wp!library!e!12/03/2009-10:53:45:: Call to GetPermissionsAction(/Sales/Region Weekly Report/Images).
w3wp!library!e!12/03/2009-10:53:45:: Call to GetSystemPropertiesAction().
w3wp!library!b!12/03/2009-10:53:45:: Call to GetPropertiesAction(/Sales/Region Weekly Report/Images, PathBased).
w3wp!library!b!12/03/2009-10:53:45:: Call to GetSystemPermissionsAction().
w3wp!library!b!12/03/2009-10:53:45:: Call to GetPropertiesAction(/Sales/Region Weekly Report/Images, PathBased).
w3wp!library!b!12/03/2009-10:53:45:: Call to GetSystemPropertiesAction().
w3wp!library!b!12/03/2009-10:53:45:: i INFO: Call to RenderFirst( '/Sales/Region Weekly Report/Images' )
w3wp!processing!b!12/3/2009-10:53:50:: e ERROR: Throwing Microsoft.ReportingServices.ReportProcessing.ReportProcessingException: Cannot create a connection to data source 'ImageDataSource'., ;
Info: Microsoft.ReportingServices.ReportProcessing.ReportProcessingException: Cannot create a connection to data source 'ImageDataSource'. ---> System.Management.ManagementException: Access denied
at System.Management.ManagementException.ThrowWithExtendedInfo(ManagementStatus errorCode)
at System.Management.ManagementScope.InitializeGuts(Object o)
at System.Management.ManagementScope.Initialize()
at System.Management.ManagementObjectSearcher.Initialize()
at System.Management.ManagementObjectSearcher.Get()
at #2o.#4o.#6s()
at #2o.#3o.#jt()
at #2o.#3o.#Uk()
at Enesys.ReportingServices.Ersde.ErsdeConnection.ValidateLicense()
at Enesys.ReportingServices.Ersde.ErsdeConnection.Open()
at Microsoft.ReportingServices.ReportProcessing.ReportProcessing.ReportRuntimeDataSourceNode.OpenConnection(DataSource dataSourceObj, ReportProcessingContext pc)
--- End of inner exception stack trace ---
w3wp!processing!b!12/3/2009-10:53:50:: e ERROR: Data source 'ImageDataSource': An error has occurred. Details: Microsoft.ReportingServices.ReportProcessing.ReportProcessingException: Cannot create a connection to data source 'ImageDataSource'. ---> System.Management.ManagementException: Access denied
w3wp!processing!b!12/3/2009-10:53:50:: e ERROR: An exception has occurred in data source 'ImageDataSource'. Details: Microsoft.ReportingServices.ReportProcessing.ReportProcessingException: Cannot create a connection to data source 'ImageDataSource'. ---> System.Management.ManagementException: Access denied
w3wp!processing!b!12/3/2009-10:53:50:: i INFO: Merge abort handler called for ID=-1. Aborting data sources ...
w3wp!processing!b!12/3/2009-10:53:50:: e ERROR: Throwing Microsoft.ReportingServices.ReportProcessing.ProcessingAbortedException: An error has occurred during report processing., ;
Info: Microsoft.ReportingServices.ReportProcessing.ProcessingAbortedException: An error has occurred during report processing. ---> Microsoft.ReportingServices.ReportProcessing.ReportProcessingException: Cannot create a connection to data source 'ImageDataSource'. ---> System.Management.ManagementException: Access denied
--- End of inner exception stack trace ---
w3wp!webserver!b!12/03/2009-10:53:50:: e ERROR: Reporting Services error Microsoft.ReportingServices.Diagnostics.Utilities.RSException: An error has occurred during report processing. ---> Microsoft.ReportingServices.ReportProcessing.ProcessingAbortedException: An error has occurred during report processing. ---> Microsoft.ReportingServices.ReportProcessing.ReportProcessingException: Cannot create a connection to data source 'ImageDataSource'. ---> System.Management.ManagementException: Access denied
Here is a side note: not related to this post.
I was playing with the query designer, and happened to name my list the same as my query. give it a try.

When the list is defined as a sharepoint list you can use the query see pic below

Then if you rename the list the query will not work anymore, I don't know if this is how it supposed to work or not.
