Before editing, make a backup copy of the file. After editing, ajusting and saving it as wished, it necessary to load the file into openerp. To do it, first assure that module base_report_designer is installed. Then go to the administration menu as show bellow and click report designer:
Select the modified *.sxw file from your hard disc and click "update the report"
After this you can try to print the sales order report and it will come out already with the changes.
You can find more info here, regarding the openerp report mechanism.