As reported here and elsewhere, a 2003 Executive Order requires all Executive Branch agencies and "any other entity within the executive branch that comes into the possession of classified information" to report on said information.
Cheney said he doesn't have to comply since, as President of the Senate, the Vice President is not part of the Executive Branch.
A quick look at the US government's own informational web site reveals that
"[t]he executive branch of the government is responsible for enforcing the laws of the land. The president, vice president, department heads (cabinet members), and heads of independent agencies carry out this mission."
Dick "futue te ipsum" Cheney is a lawlessness unto himself.