You probably don't have enough head and tail on the clips.
When you nest clips it takes just the amount that is originally in the time line and make that a nest.
You either need to trim your nested sequences by 10 or 15 frames on each side, butt them together and then add the transition or if the nest is what you need then open the nest and add 10-15 frames to the beginning and end of the clips.
well its M.s.malik. as per your post you are saying that you not able to put transitions between two nest..
well do one thing that just put those seq. on timeline and cut the end of one sec of your 1st clip and cut also the one sec start of 2nd clip and then try it sure you will be able to put the transition.