Be aware that this behaviour will change with Unity 4.0
Here is the release note :
We have changed how the active state of GameObjects is handled. GameObjects active state will now affect child GameObjects, so setting a GameObject to inactive will now turn the entire sub-hierarchy inactive. This may change the behavior of your projects. GameObject.active and GameObject.SetActiveRecursively() have been deprecated. Instead, you should now use the GameObject.activeSelf and GameObject.activeInHierarchy getters and the GameObject.SetActive() method.