Hey Danatanseo,
The redirect chain report will report on chains of any redirects, whether 301, 302 (303, 307 etc) or a combination.
During normal 'spider' mode when you're crawling a full site, there isn't a special set-up, you can just crawl away and then export the report to see any chains that have been discovered.
However, (this will be relevant to Trung too :-), if you're auditing redirects in list mode (so for site migrations for example), then you'll need to remember to use the 'Always Follow Redirects' option and process discussed here -
http://www.screamingfrog.co.uk/audit-redirects/
You'll then be able to export a report which provides every URL in the original upload and their responses. For any URLs which redirect, the spider will follow the hop until they reach a 2XX, 4XX, 5XX etc and map these out for you in their row in the report. The report will also tell you how many hops there are and if there are any redirect loops etc as well. We built this specifically for site and domain migrations when you need to audit redirects from one to another, as it used to be such a pain in the @ss.
Hope that helps anyway.
Cheers.
Dan
Btw - You can always ping over any queries to our support (http://www.screamingfrog.co.uk/seo-spider/support/), I just happened to notice this thread via Google alert.