The syntax for nesting itself is the same, but the query syntax is a bit different. Instead of writing FROM THP.TBACTION A
you should write FROM Database.THP.TBACTION AS A
.
You can find the reference here: http://publib.boulder.ibm.com/infocenter/wmbhelp/v7r0m0/index.jsp?topic=%2Fcom.ibm.etools.mft.doc%2Fac06000_.htm
And you should make sure you have specified the data source in the Data source property of the Compute Node.