Report Builder

We are try to implement Report Builder for the first time.

Created a quick Model Deployed it to the server.

Now the issue is a coworker can access Report builder from his pc via the web using URL.
Run report builder and go to town.

Now I am able to access through the URL on PC.
But I can remote into the server login go to IE and put the URL and access it.
But when I click on Report Builder nothing happens?

This has to be some set up issue with permissions.

Can someone help me or point me to some good documentation?