I've recently published a technical article that addresses the topic of code access security in Reporting Services. It also has some helpful tips and tricks regarding using custom assemblies in your report projects. You can find the article on MSDN at:

http://msdn.microsoft.com/library/?url=/library/en-us/dnsql2k/html/dngrfCodeAccessSecurityInSQLServer2000ReportingServices.asp?frame=true

This is a hot topic in Reporting Services, because the implementation of code access security and custom assemblies is dramatically different in the released version of Reporting Services from the Beta 2 version. This whitepaper should help give you the information you need in order to ramp up on the latest regarding these topics.