Well, I know that you can add an OLE object to a report.  Which may be an option.  I've never done it, but it seems like it should be possible.

Another option, depending on how you are set up, is to simply set a hyperlink to the PDF files, so that they open in a separate window.  This may not be as pretty, is obviously not effective for printed reports, may be an issue if you have end users who are trying to read reports while disconnected from the network (e.g., on a Blackberry), and may run into security issues on your network.  But, if those aren't issues, hyperlinking is a much cleaner solution to the issue.