You cannot have array vectors. Standard container item types must be copyable, and arrays cannot be copied.
However, you can have a vector of vectors, for example:
std::vector<std::vector<int> >
Play with it.
Or to stick with arrays:
std::vector<boost::array<int, N> >
Or if you have C ++ 0x:
std::vector<std::array<int, N> >
{boost,std}::array - This is a wrapper of objects around arrays of automatic storage duration, so it is pretty close to what you originally tried to execute.