You need to change this in the registry on the computer you are using.
Click on Start > Run > regedit > OK
Then, browse through the folders as per the detail above. Once you get to 'Report Document', in the right hand window, you should see an entry called 'MaxNumOfRecords'. Double click on this entry and change it to -1, and press OK (make sure you take note of the current value).
Once this change has been made, re-run your report and see if that helps.
Lee