This isn't perfect however its a start. This query gives me the results that I'm looking for:
SELECT [Process_id],
[incident_name],
[incident_description],
[submitted_by],
[urgency],
[impact],
[date_created],
[close_code]
FROM [ProcessManager].dbo.ServiceDeskIncidentManagement
LEFT JOIN [ProcessManager].dbo.Task ON [ProcessManager].dbo.ServiceDeskIncidentManagement.task_id = [ProcessManager].dbo.task.Taskid
WHERE
[ProcessManager].dbo.task.taskID IS NULL and close_code IS NULL
What I would like to do know is a) exclude items that have a close_code of "Closed Orphaned" but I am sure I can get that, the bigger thing would be to create a report in SD with the above query. Is this possible using the standard reporting structure? Can I add raw SQL to generate a report?