Help! CXTPReportRecords::InsertAt is useless:(

Everytime I create a CXTPReportRecord with follow codes:
CXTPReportRecord* pRecord = new CXTPReportRecord();
Then add some items:
pRecord->AddItem(new CXTPReportRecordItemText(...));

At last I try to insert the record to the position I want, but failed always.
int nIndex = 0;
//CXTPReportControl m_wndReport;
m_wndReport.GetRecords()->InsertAt(nIndex, pRecord);

So if I want to insert the record to the appointed position, how should I do?
Thanks very much.