CO Postings to Parallel Ledger

We are on ECC 6.0 and when we make an entry in SAP to Z2 and Z3 ledger(Z2 and Z3 are parallel ledger and 0L is leading ledger) without any CO object, the system does not issue ant message: KI 235 is issued ("Account & requires a cost accounting-relevant account assignment") or KI 351?

Could you please advice and help further on this?

Regards

Aaashish Kedia