I want to show all data without paging too and this thread is very sad because it means that we can get this feature not earlier than in 2012.
But I found interesting solution: we all know that almost all report's controls have property KeepTogether. And it means that if we change it to true for table then all records will be placed on one page in web browser and on many pages in pdf/etc.
Also we can write something like
this.labelsGroup.GroupKeepTogether = GroupKeepTogether.All;
in ctor of report for reports generated by wizard.
I hope this will help to someone who search solution for this issue.
P.S. page numbers have correct values in pdf