hi Maria,
what exactly are you trying to show when there is an empty record set returned to a report? a report will still be generated and have certain objects on it (text objects etc.), just nothing data related like fields, summaries, charts when the record count is 0.
there are certain things that you can do if you're using a command like using a UNION set that has a dummy record that's always added to your query. but again, it depends what you're expecting to be on the report if there are no records in the regular record set.
if you just want to display some text on the report indicating that there are no records returned then you can use a formula like
if isnull(Sum ({Command.Order ID}))
or Sum ({Command.Order ID}) = 0
then 'No Records'
-jamie