SETLL Refuses to work ?

I have a standard Order Header and Detail file. Simply, I want to read both by 
RPG and move fields from each file into a work file and then a second program 
will print. 
The header is read and then a key is used to access the information needed from 
the detail file. The Detail's key is 4 fields. At first I used 2 fields, simply 
the company and order #, but the Setll ind. will not come on. I have manually 
verified that there is such a order # in the detail (as header). I then made 
the search key exactly 4 fields, and even pre-filled correct info for the first 
found record at least, but nada, I get a blank outout file. It makes no sense. 
I am at a loss as to how to resolve this. Now I am thinking of reading the 
Detail first and then simply chaining to the header (since detail has multiples 
and header only one record). Ok this is perhaps 'clever' but doesn't answer why 
the problem in the first place.
Thank you,
Rob400