And the downside of this approach is that in this day and age of proportional fonts and pretty colors, hardly anyone wants a snapshot of what they would see in the LISTING window. Also, if you change the output to use SASHELP.SHOES instead of SASHELP.CLASS, you will find that for multi-page output, the results are generally undesirable and you end up with multiple GSEG catalog entries for each "page" created.
I think Art's PDF idea is a better idea for capturing a virtually unchangeable, but better looking view of the output. Alternately, making a PostScript file ensures that you have a file that can ONLY be printed -- generally, unless you have some kind of PostScript rendering software (like GhostView) you can't even open a PostScript file, you can only print it.
Since the OP did not say what the reason was for wanting an image file of PROC REPORT or how that image file was going to be used, it's possible that neither of these approaches will satisfy the need....whatever it is.
cynthia