Report Builder Connection To Database Drop Down Is Blank

Hello, 

I am trying to connect my report builder to my PBI dataset/database. I right clicked on datasources - add data source, and used Microsoft SQL Server Analysis Services, then copied the server settings connection link (that is associated with my dataset) into the connection properties. I have logged in when it asked me to. Then when I go to the drop down window under connect to a database - my database does not show up. Can you help?