problem with scheduled/emailed reports

We just recently upgraded to V.10 and I can't seem to get the output options: "Email-CSV (Hdr)" or "Email-Excel (Hdr)" to work.   They do run and they do get emailed however the headers are not being included.  The reports I'm running are custom reports. 

Is there something I need to do to make this happen?  Are others having this issue?

Thanks,
Dale 

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