For this first You must have SQL Server 2005 Reporting Services already installed on the computer.
after that you can configure your reporting service.
Now follow these steps-
1 Click Start, point to All Programs, point to Microsoft SQL Server 2005, point to Configuration Tools, and then, 2 click Reporting Services Configuration. and fill required details.
3 Click Connect.
4 In the left pane of the Configure Report Server window, click Report Server Virtual Directory, and then, in the right pane, click New.
5 In the Create a New Virtual Directory
6 Click OK.
7 In the left pane of the Configure Report Server window, click Web Service Identity, and then, in the right pane, on the Report Server line, click New.
8 In the New Application Pool fill required details.
9 Click OK.
10 In the Report Manager box, select ReportingAppPool as the Application pool, and then, click Apply.
11 In the SQL Server Connection Dialog dialog box, select Current User- Integrated Security from the drop down box. Click OK.
For complete reference folloe this link-
Hope this will help you, for any help let me know.