nitehawk, et al: I had same issue and found a resolve:
For whatever reason, the Generate System Health Report inside the Advanced Tools fails to initiate the HTML report. When the collect system info runs for the 60 seconds, the data is actually generated and stored in the Performance Monitor tree, BUT is not able to be displayed as a REPORT. So... to make this work you must first set up a USER DEFINED DATA COLLECTION. You do this inside the Reliability and Performance module.
Expand the Data Collection Sets Folder; Right click on User Defined. A dialogue will open asking you to give your collection a NAME. You have a choice as to which collection set you want to set up... a Basic, Diagnostic, or Performance collection set. The Basic is just that... very basic. The Diag and Perf are almost the same. Choose one and give it a name.
At this point a User Defined Data Collection Set is made and you should save it at this time. To "Start" collecting data, just right click the name of the collection set you created under User Defined and then click on "START". You will notice the icon changes to an arrow inside the icon.
The default run time for the collection is 10 minutes. You can set this to whatever you want back under the setup routine (right click collection name), however, realize that anything over 1 minute will only collect and display the graphic display. The typical html report can only be displayed for the 1 minute period.
When the data collection starts, you will notice that down below in the tree, under REPORTS, your collection set name will appear as a folder. Inside the folder is the year/month/date and a serial # of the report. It may create two with the same name. The first is the graphical display which you can see if you choose monitor. The second is the actual HTML page showing all the data as what we all would have expected to see.
I hope you have no trouble setting up a user defined collection set. It works very well and yields what I think you are looking for.