Hi Hayden,
As Brahma mentioned, you'll need to ask the BO Admins to configure File System as one of the Destinations in CMC, that configuration requires credentials (of a domain user, e.g. bo system account) having privileges to create files in the BO Server.
FILE SYSTEM is the option to be able to save a report (in xlsx/pdf/csv... format) on the BO SERVER as the destination while scheduling, and not your Personal PC. What you can do is, have C:\Temp as the destination (on the BO SERVER), and create & use a batch script file to move it to a Shared Folder (that's what I did).
Thanks,
Mahboob Mohammed