1. In design mode while editing the rdl file, at bottom of the editor you will find Row Groups and Column Groups (left and right, respectively). Beside Column Groups you will find one arrow button ▼ (this arrow button is at the right side of the column groups portion). Click on this arrow button.
2. Check Advanced Mode
3. In the RowGroups section you will find '(Static)' and '(Details)'. click on/highlight (Static) and press F4 (to check its properties on the Properties window.)
4. Set Keep With Group to After
5. Set Repeat On New Page to True
6. Go back to table, right-click on the row header (the grey bar), and select to Tablix Properties .
7. Check on Repeat header columns on each page and repeat header column on each Row . (Edit as of VS2012 at least he might mean Repeat header rows on each page )

Its nothing but a property for the report named RepeatOnNewPage is false. If you click on the page header and go for page header properties

General --> Display header for this page -> Print on first page and print on last page(check all the boxes over here )and click ok

Run the report. This is done on report builder 3.0 .I am not sure which tool you are using.

Or you can follow this

Select the Tablix.

In the grouping pane, click on the small triangle and select "Advanced Mode" to show static members.

In the row group hierarchy, select the corresponding (static) item of the header row.

In the Properties grid:

set RepeatOnNewPage to True