Create Lead Report

Create Lead Report

Hi,
I want to create a simple report for Leads.
All I want to report on is:
  • Lead Company
  • Lead Owner
  • Last Activity Time
  • Notes content
  • Note Created Time
I don't think its that difficult, but I can find no way of doing it.
When I try to create a new report it just won't let me save it.
 
Many Thanks