I understand the problem and it does that in my program as well. I use the method I posted earlier and have no problems.
crysReport.FileName will always include the rassdk:// so you have to set a value to the fixed file name and then load the report
cyrsReport.load(CleanCrystalReportFileName(crysReport.FileName))
You could also verify the path is accurate (system.io.file.exists(CleanCrystalReportFileName(crysReport.FileName))
If that doesn't help, can you post the code where the error occurs?