When Naithe suggests this:
CHKDTE between Date(2003,01,01) and Date(2003,03,17)
It is what your select expert will look like, when you use the drop down menu.
But when you follow synapsevampire's method to get to the record selection area, (Report->Edit Selection Formula->Record), your formula will look like this:
CHKDTE in Date(2003,01,01) to Date(2003,03,17).
Mike