I googled like crazy and can't believe I dind't find a solution for the following problem

I just changed from 'ordinary' Latex to LyX and generally like it. Now I tried to insert a Subfloat (Figure) into a LyX-document. Thus I first do insert->floating object->figure (more or less, I'm using the German version), then place the cursor inside the floating box and then do insert->floating object->figure again. Inside the Subfloat-Box I place the figure. The following errors occur immediately:
Argument of \sf@@@subloat has an extra }.
Paragraph ended before \sf@@@subfloat was complete
I'm using Lyx 1.6.4 under Windows Vista Business (SP2). The embedded objects manual is very short on Subfloats and only gives an example for tables. Not really helpfull. What am I doing wrong? Can anyone help me?