Have you read this OSS note 102595 - Subcontracting Preqs generated from SD/PS have no components ?
SAP is clearly saying that "This is due to technical reasons. The function module ME_REQUISITION_EXT, which generates the purchase requisitions, cannot manage components. BOM explosions and changes of existing components are not provided."
This function may work in release 605, but if you are on lower version, then you have to contact SAP support.