Hi Ross,
Do you get the report converted to system / local currency even though you have not checked the Display Amounts in System Currency check box ?
Come to think of it, the Purchase analysis report gives you totals at the bottom, which would be impossible if the rows can be in multiple currencies.
You are probably going to have to look into a query or Crystal Reports as well. The good news is, in that case it is just a matter of writing the query so that it shows you everything you need.
Regards,
Johan