No data found message w/multiple group by

I am doing a report that has multiple group by and not sure where the code needs to go so it will bring back No data found for the report. Can anyone help me out?
group ROW by GRANDTOTAL
group by EMP_NAME
Employee Name: EMP_NAME
group by CASE_MGMT_TEAM_CD
Team: CASE_MGMT_TEAM_CD
group by ACTIVITY_ID
Activity: ACTIVITY_ID (Following is a Table)
Process Date     Amount     Count
F PROCESS_DT 9,990.00 9,990 E
Total by Activity:     9,990.00 9,990
end by ACTIVITY_ID
end by CASE_MGMT_TEAM_CD (Following is a Table)
Total for Employee <?EMP_NAME?>:     999,990.00 999,990
end by EMP_NAME (Following is a Table)
Grand Total:     9,999,990.00 9,999,990
end ROW by GRANDTOTAL

Take a look at this: http://winrichman.blogspot.com/2009/05/no-data-found.html
Thanks!

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