Output From Picking : " No selection selection exist"

Dear Expert,

Try to execute pick list from (VL70) but it show " No selection selection exist"

Try in 2 screnario, scenarion1 it was working fine, when go to scenario 2, it give the above message:

Scrnario1 :

1)Create Sales Order by using raw material (R120) and save it.

2)Go to VL01N (Create outbound delivery with order reference), enter the shipping point then Press Enter

3)Under DO screen, then choose u2018Subsequent functions >Output From Picking , Save the Delivery Order then It will link to u201COutput From Picking pageu201D

4)Under Output from Picking page, enter EK00 for output type then execute and the pick list is shown out.

Screnario 2 :

1)Create Sales Order by using Finish Goods (F29) and save it.

2)Go to VL01N (Create outbound delivery with order reference), enter the shipping point then Press Enter

3)Under DO screen, then choose u2018Subsequent functions >Output From Picking , Save the Delivery Order then It will link to u201COutput From Picking pageu201D

4)Under Output from Picking page, enter EK00 for output type then execute but it give the message u201C No Output selection existu201D

Any idea ? Please advise