I did this.
SAS Support answer:
"There is no straight out of the box way of doing this with proc report. You could use put statements to put html codes to the output, and thereby control the design more of less yourself."
ods html path='c:\temp'(url=none)
proc report data=sashelp.shoes nowd;
column Region Subsidiary Sales;
define Region /group;
define Subsidiary /order;
define Sales/ sum;
break after Region / summarize;