I found myself unable to use the Report Builder from the SSRS web app today with the error “Cannot Retrieve Application. Authentication Error.”
Turns out, even if you supply the right credentials when you login to the site, those credentials are not used when launching the Report Builder, only your local current windows credentials are.
So, you need to add your SSRS credentials to your local windows credential cache. To do this:
Go to User Account in Control Panel and pick your account (or just search for Manage Network Passwords)
Select Manage Network Passwords
add an entry in the Windows (not Web) section
put in the name of the report server, you might need to do both the machine name and the FQDN
put in the user and password you use to login
That solved my problems.
EDIT: It seems the new version of this error message says “Application Download Did Not Succeed”.
Other things that I’ve read might solve this problem involve accepting/installing a certificate if the site is being viewed through an invalid or expired certificate.