$comp = new Application_Model_Comparison();

/* Filling $comp with data */

for ($i = 0; $i < 10; $i++) {

    $product = new Application_Model_Product();

    // Options referenced in Rules
    $options = array();

    for ($j = 0; $j < 10; $j++) {

        $param = new Application_Model_Parameter();

        for ($k = 0; $k < 10; $k++) {

            $option = new Application_Model_Option();

            $param->Options->add($option);

            // Register a single option for this parameter
            if (!isset($options[$j])) {
                $options[$j] = $option;
            }
        }

        $product->Parameters->add($param);
    }

    for ($j = 0; $j < 10; $j++) {
        $rule = new Application_Model_Rule();

        $rule->Option = $options[$j];
        $product->Rules->add($rule);
    }

    $comp->Products->add($product);
}

/**
 * The first save() goes nicely, all objects
 * are created (INSERTed)
 */ 

$comp->save();

// Remove every second product
$pCount = $comp->Products->count();

for ($i = 0; $i < $pCount; $i += 2) {
    $comp->Products->remove($i);
}

/**
 * Fails while trying to save
 *
 * Comparison->Product->Parameter->Option
 * INSERT ... `parameter_id` cannot be NULL
 *
 * Comparison->Product->Rule
 * INSERT ... `product_id` cannot be NULL
 */

$comp->save();