DMT for Direct Shipment

Hello,

Has anyone had any luck doing a direct shipment via DMT? I am trying create a succesful template, but my latest error is

Table: TFShipDtl Msg: Please enter a valid Transfer Order Line.

This leads me to believe it is looking for an existing order line, but the idea behind the Direct Ship is that you do not need to create the transfer in order to ship it.

Any help would be greatly appreciated.