I found this problem on 
# OOo 1.1 & 1.1.1b on Fedora Core 1.0 (OS & gnome updated via yum)
# OOo 1.1 on Windows XP (all OS patches applied)

This issue may be related to Issue 20980 (not sure).

Experiment #1:
# Create 4 frames on a page, with 1 at top left, 2 top right, 3 bottom left, 4
bottom right
# Link them in the above sequence
# Create a small sub frame at the bottom left corner (anchored to enclosing
frame) in all frames
# Type text into frames and let it flow into frame 4 (stop short of filling frame 4)
-- Note: text flows around sub frames
# Save in sxw format (see sample tt1.sxw)
-- Was able to print document correctly from Win XP
# Close document
# Open tt1.sxw. Note:
-- All 4 frames & sub frames are alive
-- Only frame 1 has text.
-- The only link that survives is between frames 2 & 3

Experiment #2:
# Create 4 frames on a page, with 1 at top left, 2 top right, 3 bottom left, 4
bottom right
# Link them in the above sequence
# Create a small sub frame at the bottom left corner (anchored to enclosing
frame) of frames 1 & 3
# Type text into frames and let it flow into frame 4 (stop short of filling frame 4)
-- Note: text flows around sub frames
# Save in sxw format (see sample tt2.sxw)
-- Was able to print document correctly from Win XP
# Close document
# Open tt2.sxw. Note:
-- The document retains all frames & text, in the state it was saved.

Not sure I know how to attach documents. I searched the help (this is my first
submission) but could not find any hints.