Are you saying that there are no records at all in the report i.e. the report header, detail and footer are completely empty?
If so then you should trap the report from running - I think the property is "On No Data" (not sure exactly as not accesing this from my development machine).
If it is just the details section with no records, have a look at the following in the Microsoft Knowledgebase -
"#ERROR" Message When Referencing Subreport Controls