Unfortunately you can't add custom reports and run them from reports menu but you can save and run custom reports from sql window (To open sql window click the SQL button on toolbar).
What is the error, if you are getting Heap Size error?
Download the Java version of the LDAP Reporting Tool as java version handles memory more effectively because of the underlying jvm.
Click on the following url, download and install, it will go on top of the current install (you don't have to uninstall), if you don't have Java installed, program will prompt you to install java/jre and will open the download page. After downloading java/jre click the Ldap Reporting Tool shortcut to launch the application.
"Invalid row number (-3276 outside allowable range (0..65535)
java.lang.IllegalArgumentException: Invalid row number (-3276 outside allowable range (0..65535)"