Good question.
No, it's not. We aim to grow simple questions and answers -- Q&A's that can become part of FAQs. We don't want WikiAnswers to be just another Web discussion forum. From experience we've found that allowing follow-up questions turns question pages into discussion threads.
Instead of asking a follow-up question, ask a new question.
I don't know, is it? Seriously though this can be proper in some situations such as a if a teacher uses this method to help a student derive their own answer and in turn grasp a greater understanding, in most cases though, such as on this site, it is not.
Adding to the last paragraph, I still remember when my father demanded to know if I had done something, and when I answered him with a question he said that if a person answers a question with another question it means he's guilty! (And he was right!!)