Version:           3.0.0a7 (using KDE 3.1.1)
Compiler:          gcc version 3.3 20030226 (prerelease) (SuSE Linux)
OS:          Linux (i686) release 2.4.20-4GB

I think this may be related to bug 62510, but I am providing some specifics here.

I create a subproject called "data", to hold data files only, then I add a Prefix to it (e.g. mapdata), with an installation directory (e.g. $(kde_datadir)/myapp/mapdata).  Now I add a target, with Primary = Data file and Prefix = mapdata.  Finally I right-click on my new target and try "Create New File".  I enter "europe.dat" and select Blank File and Add to Project and click OK.

I am now given the message entitled "No Active Target Found", starting "The directory you selected is not in the active directory!  You should 'activate' the target you're currently working on in Automake Manager.  Just right click a target and choose 'Make Target Active'".  I do not get such a popup menu with my data-only target, by the way --- it seems to apply only to compileable targets.  If I click OK on the "No Active Target Found" message box, sometimes my file gets created OK and sometimes it goes into my "src" directory, not my data directory, after a dialog about choosing a target.