Thanks for Francos, sharing this document with me for you people.
An updated doc on Kerberos delegation published Jan 25th
click this link: Start download.
It also applies to CRM 4 : SBS R2 (running reporting services)
2003 R2 (running CRM with hostheader)
You can connect to the reporting services from the console but not from the client PCs are we need double hop authentication with SPN. I just have nightmares when
I need to set up Kerberos, ‘cause usually it ends up with me not sleeping and the things not working