This is probably bug in VFP which appears in conjunction with double byte characters. You have two options (at least):
1) Ask Microsoft for a VFP hotfix. I just cannot estimate the price but I would be interested to know it...
2) Switch to VFP 9 and SET REPORTBEHAVIOUR TO 90. It uses Unicode to print all texts so problems with double byte characters do not happen.
REPORTBEHAVIOUR 90 uses different rendering engine and some report fields will require to extend their width otherwise the text will be trimmed or asterisks will appear on output.