What I was trying to illustrate above was an example where the nested report data was different for each main row. Guillaume is right, you should make sure the nested report has data before setting the data:
FOR ll_i = 1 to ll_rowcount
lds_temp.importstring ( ....... // (import from diffent files)
if lds_temp.rowcount() > 0 then
dw_1.object.d_add[ll_i].object.data = lds_temp.object.data
end if
Next