Does the Sales Report appear properly in the "reports" dropdown? If you mouse over the link in the menu, the URL should appear in the lower left of your browser. Does it have a valid link? Nothing like "STATS_SALES_REPORT" in all caps, right?

Do you see the same behavior if you substitute another admin page for the Sales Report (e.g. orders page)?

Is there any crossover--shared admin, products, etc--between your OSC and Zen Cart stores?