That method of adding to favorites only works for screens, not for reports or procedures. To add a report or procedure you can use these alternate directions from TA help.
To Remove Items or further adjust your favorites:
1. Access the User Preferences screen in the System Maintenance module.
2. Select the Menu tab.
3. Select the module associated with the operation you want to make a favorite in the Module field.
4. Find the operation in the list of operations.
5. Click.
Repeat steps 1-5 for all operations you want to add to your Favorites module.
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