You will then want to click on the Advanced Field Settings button for the fields you designated as the drill-down keys in your sub-report. I.e. if you made Client Code and Client Name 1 your drill-down keys, you will want to apply advanced settings for both of those fields on your main report.
On the first field you selected as a drill-down key, you should set the sub report and drilldown style properties. For the second field, you will select the sub report and the drilldown style "Combo key". This is a special drilldown style which lets this field know it is part of a combination, and therefore it should follow along with the most previous field that is also pointed at the same sub report.
This is the advanced properties form for the Client Code key.
This is the advanced properties form for the Client Name 1 key.