Create shipment from IDOC

Has anyone ever tried to create a Inbound shipment ( VT01N; containing inbound deliveries) via Idoc? I have tried with message type SHPMNT and SHPADV, and Idoc type SHPMNT03.

I have tried all variations with the segments and still it gives a error message. many time, it says, Delivery 180000xx not found in shipment. Well, i am trying to create a shipment, so how can it be in shipment before