have you tried setting your Check Report to "Check Report with Warnings"?
yo have to go to workbench client, reports, expand check reports, right click on the report and select "Set as Validation Report"
Hope that helps
What do you see?
it didnt work. it is not pulling hte data. i am creating an customize report and make that as an validation report.
If you see the validation rule successfully in the standard validation report, you should see it in the "check with warnings" report.