I love your questions 
I was wondering is it possible not to have a CommonDataSet, but a separate for each subreport?
Absolutely can. Not a problem. You could I suppose even have a mutitable dataset for the main report as well as teh subreports, but then you'd have to tell the subreport which table9s) to use. E.g.; rather than:
boReportDocument.SetDataSource(oDataSet);
which would try to inhale everything from the DS, do:
boTable.SetDataSource(oDataSet.Tables[tableName]);
I seem not to be able to use CommonDataSet as the source for my main report. When I use it like that, I get "database logon" error,
Do have a look at that troubleshooting wiki. I think it may be out ticket to figuring out what's up. To, the logon says that the report engine does not understand the DS so in desperation it is trying to log on to the database the report was created off of.
- Ludek