These railscast [1] and [2] show how to do what I think you want,
however they are a bit out of date now. I see there are revised
episodes but to get that you have to pay 
Start by looking at those to get the basic idea.
Does anyone know of more up to date examples?
Colin
[1] #196 Nested Model Form Part 1 - RailsCasts [2] #197 Nested Model Form Part 2 - RailsCasts