Nested associations - How deep is too deep?

I'm still struggeling a bit with associations, i'm wondering if there
is a limit in cakes automagic functionality. One level works fine, ie
for example

ModelA
        hasMany
                ModelB

Sending forms and saving everything using saveAll works fine. However,
if i add another level:


ModelA
        hasMany
                ModelB
                        hasMany
                                ModelC

It starts getting problematic. First of all, when adding data for
ModelC in the form like this (not sure whether this is correct at
all):

ModelB.0.ModelC.0.field

cakes security layer won't accept the form at all, it ends up in an
404 blackhole. After disabling the security check the data was passed
fine, but it isn't saved. So my question is whether there is a limit
to the automagic functionality, is one level of nesting the maximum it
can handle? Do i need to save the additional data manually?

Regards

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