More specifically (based on praveeng's response), here's what you do:
1. In the subreport, group on something that only occurs once per subreport. I usually use one or more of the fields used to link the report.
2. In the group, turn on "Repeat Group Header on Each Page" in the Group Options.
This will provide you with a simulated page header that is specific to the subreport. Unfortunately, there is no way to do the same sort of thing for page footers in subreports.
-Dell