I was just trying to do this and I think I have a reasonable solution that 
seems to be working well.

In the main document you can include a chunk with a logical section:

<<optnsa, echo=F, results=tex>>=
if(T){
  {sink("/dev/null"); Sweave(’subsection.Rnw'); sink(); } 
  cat('\\input{subsection.tex}')
}
@

Then you can put your subsection logic into subsection.Rnw, just make sure to 
remove all of the default latex header stuff, just put in the blocks that you 
want to process:


This comes from a subsection.

<<ssb1>>=
cat(”I’m in a  subsection”)
@

This worked for me

Kyle
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