Office 365 CM reports import error

[gn1123]

Hi all,

When importing the office 365 CM reports into SCCM 1806, the report manager gives me an error:

For security reasons DTD is prohibited in this XML document. To enable DTD processing set the DTdProcessing property on XmlReaderSettings to Parse and pass the settings into XmlReader.Create method.

I don't know XML at all. So I was hoping for some guidelines as Google turned up answers that I could not understand.

Thanks in advance.