1.step: In Visual Studio creating new WORKFLOW ACTIVITY LIBRARY
2.step: Add references Microsoft.Crm.Sdk, Microsoft.Crm.SdkTypeProxy;
3.step: Add web reference
http://<reportservername>/ReportServer/ReportExecution2005.asmx
4.step: Debug this code
5.step: Run Plugin Registration Tool and register new assembly (that will be dll created from this source in path where this project will be created in bin folder)
6.step: Create new Workflow in crm with this custom workflow activity as new step
And here goes full code: