particle emitting particles

I have a bullet on layer 2 that emits bubbles, and a particle emitter on layer 1 that emits the bullet object. When I go back on layer 1, though, the bullets don’t emit bubbles. Am I doing something wrong, or is it just that blender can’t do that?

In the end this is the effect that I am going for:

Particles can’t emit other particles in Blender currently. And for this effect there’s no reason to make the bullets particles in the first place. Just animate mesh objects as bullets and have them emit bubble particles.

sigh Okay, well its good to know I was doing something impossible before I spent too long on it. Thanks mate!