The My Reports feature allocates personal storage in the report server database so that users can save reports that they own in a private folder. As a report server administrator,one can enable or disable this feature or change how the feature works by modifying the security settings that control what users can do with this workspace.

To Enable it Books Online Says:


To enable My Reports using Report Manager, use the Site Settings page to set the Enable each user to have a My Reports folder option. The role definition used for My Reports determines what actions are supported in the My Reports workspace. For example, if the My Reports role excludes "Create linked reports," users cannot create linked reports in the My Reports folders.


To deactivate My Reports, clear Enable each user to have a My Reports folder. Deactivating My Reports removes for users all visible indications of the My Reports folder.

It seems BOL is still carrying what is there from SQL Server 2005 as in SQL Server 2008 Reporting Services it has moved into SQL Server Management Studio.

To Open Server Property:


And to configure MyReports


This would enable MyReports feature in SSRS2008