Warehouse Pick Sheet issue

Hi, 3.60 I am creating sales orders and production orders, and want to combine them onto a common Pick List. The sales order has some Manufacured items, some normal sales items. I use planning to create a Sales Project Production order. Then go to the Pick worksheet, and get lines. I can see the production orders, but not the Shipment Orders. (The shipment has been created.). Now if I go to the shipment, and create a Pick List, then delete it, I can now go back to the pick worksheet, and the Shipemnt Order is now available. The online help indicates that Creating a Shipment should be sufficient for it to be available to a pick worksheet. In any case, having to create and then delete a pick list has got to be wrong. Am I doing something wrong, or is this a bug?