The copying solution (kludge) has the disadvantage that if you ever need to change the format of your template report, there is no link that updates the reports you based it off of.
We're struggling with this very problem at my organization right now. The best solution that I have been able to come up with is to not use report headers at all, and to instead create subreports that act in the same manner. Then you use sourcesafe to share the header between all of your projects to keep them synchronized.
We create a template with the subreport embedded so that if we later update the header all of our reports will be updated as well.
This limits your design options if, for example, it is important that your headers be at the top of every page, as opposed to just the pages that start a new group.
We're also following a similar path with the report body, because many of our reports reuse components. This also has the additional advantage of not having to add every possible dataset to the template report.
We've had to do a lot of nested lists to get all this to work.
I hope that helps. I'm still looking for a better way to reuse the common elements of our reports so that future updates are propagated, Particularly one that simplifies getting the headers to the top of every page. so, if anyone has any bright ideas, please chime in!