Hi,
As said by Ram, we should create transport groups and targets..
please refer the below blogs for better understanding..
http://scn.sap.com/people/rajasekhar.reddy14/blog/2011/02/21/transport-targets-and-groups-in-the-sld
http://scn.sap.com/thread/3292968
http://scn.sap.com/thread/3335409
Regards
Bhargava krishna