I have acquired some of these recently. The person on the AB that sent them to me is getting allot of babies from them but I just don't seem to have a dubia thumb. Just have to keep going feed and wait. I'm sure your question has been asked many times. While you wait for more responses, I think it'd be a good idea for you to do a "search" on this site. It's up in the right hand corner of this site below your log in name, under "My Mood". Go there and type in 'dubia' and 'keep' .....something like that. You should get a bunch of info.
I have been keeping this roach for around 6 months now. I am having tremendous luck with them, as I have hundreds now.
I have a very simple set up. I keep them in a large, around 35 gallon, plastic tub. Under this tub, on one end, I have a heating pad made for humans. I always buy the expensive one, around $40.00 at Wal-Mart. The setting on the heating pad I put on 3. Of course your setting will depend on how cold the area is where you keep them. You want the inside of the enclosure at the hot end to be around 85F. It's importand to have the heating pad only on one end of the tub. That way they can move about to where the temp suits them at the time. I have seen negeative posts on using heating pads, all I can say is that it works for me.
I line the bottom with a couple layers of newspaper. Again, I was told this was bad and that the roaches will eat it and die. I find that they will eat it if they are out of food. I have not lost a single roach, so I guess them dieing from eating it is a myth. On top of the newspaper I just throw them some hiding spots. Examples are toilet and paper towel rolls, egg crate, small boxess and just about anything that will fit in their enclosure. As the newspaper and the items inside the tub start to look nasty, I replace them with new.
I find feeding them vegtables and fruits are very important in their diet. In one smll dish I keep some high end canned dog food for protein. They do seem to like it and gobble it right up. In another dish I leave different veggie and fruits for them. They love apples, bananas, oranges & canned peas. I am sure they would like lots of other stuff too. Providing the fresh fruit seems to help with reproduction. You will find that these little guys sure can eat a lot. So check the food daily. The more you feed them, the more they reproduce.
I also place a third dish into their enclosure. This conatains their water source. I don't use water as they would tend to drown in it, especially the little ones. I use the water jell. It comes in a convient chrystal form and you mix it with water. The result is a substance that kinda looks like water jello. You can also buy it pre-made but it costs a lot more.
Are you sure you have both sexes? Mailes are winged and very slim, while the females are rounder and wingless. If you need a pic let me know.