problem in create shipment

Dear Sap Gurus,

To create shipment i had given the transportation planning point and shipment type.

the next screen i had given the shipping point , and when i give the outbound delivery number, . i try to execute it.

but the system throws the error has the mentioned delivery number is not assigned.

I am in dout wheather i have to do picking and pgi in delivery , or only picking in delivery ?

clarify and help me out please.

divya