It tried using a vector of vectors, but for some reason it woouldn't compile. Can't remember the error, something about a missing comma I think.
Code:
std::vector<std::vector<int>> MyVec;
Either I'm making some stupid obvious mistake, or it's not possible this way.

On a side-related note, I used a typedef and it compiled fine:
Code:
typedef std::vector<int> vec_int;
std::vector<vec_int> MyVec;
Why is the first not valid?