There are no page footers in subreports. You could insert a detail section, add the pagenumber to it, add record number (also in the special fields section) to it, and then conditionally suppress it with a formula like this:
remainder(recordnumber, 40) <> 0
You would have to have the same number of detail sections on each page (no report header) and then play around until you get the correct value to replace '40'.
-LB