Found an answer. Since the Master report controls all page headers and

footers the sub-report ones cannot be used. So.. 

Create a new top-level group in each of the sub-reports and group on a

constant expression (such as creating an expression = 1 in the underlying

query). Place the normal page header in this group and set the 'Repeat'

property to yes. 

Seems to be working so far.. 

Cheers, 

Andrew