e.DataSources not being updated

I have a report based on business objects.  I created a subreport following the examples on the web.  Here is my code

        void LocalReport_SubreportProcessing(object sender, Microsoft.Reporting.WinForms.SubreportProcessingEventArgs e)
        {
                DataReportData data = new DataReportData(sessions[sessionCount].ID);

                sessionCount++;
                Microsoft.Reporting.WinForms.ReportDataSource source = new Microsoft.Reporting.WinForms.ReportDataSource("DataSet1", data.GetData());

                e.DataSources.Add(source);
        }

So what is happening is that the same data is showing up in each subreport (the first dataset).  But when I step through the code, e.DataSources is being set with the correct dataset.  But for some reason it doesn't show up on the form.  I have verified the e.DataSources is being updated but the subreport is not showing this. 

Any ideas?