Report grouping problem

Hi.

I am making a Sales - Shipment report, and am having trouble with the grouping.

Here is the body design:



Without choosing grouping the report looks like this:



And that is as expected, all is well. But what happens when I choose Edit Group-> Page break at start/end is not as expected.

This is with Page break on end:



And this is with Page Break at start:



Page break on end makes one page per group, which is good, but only shows the first record per group, which is bad.

Page Break at start is the same, but sometimes prints several groups per page.... which is even worse, not to mention strange.

My grouping is Group on:
=Fields!Sales_Shipment_Header_No_.Value
=Fields!Sales_Shipment_Line__No__.Value

And sorting:
=Fields!Sales_Shipment_Line__No__.Value

Can anyone tell me what I am doing wrong?