Which version of Origin are you using? I tried the following code in Origin75 SR1, and it works fine
void tt()
{
Worksheet wks = Project.ActiveLayer();
Dataset dd[3];
int ii;
for(ii = 0; ii < 3; ii++)
{
dd[ii].Attach(wks, ii);
dd[ii].SetSize(100);
}
for(ii =0; ii < 3; ii++)
{
for(int jj = 0; jj < 100; jj++)
dd[ii][jj] = ii+ 0.1*jj;
}
}