How to create a Project in Development system?

Hi,
I am starting my development on client system.
Whenever i try to create infoarea or cube or catalog or whatever it is asking for request.
before  creating request, Project must be created plz tell me how to create a project?
whats the relation between project and package?
And one more question...if i want to avoid asking requests then what settings must be done so that after all development is over i can transport to quality system at time.
PLZ provide me the solution for above mentioned queries.
Thanks in Advance,
Vijaya.

Thanks Tony.
Please tell me in details or send me a document regarding this...what shoud be done in SE06.
Here there are 2 options:
1)Standard installation
2)Database copy or database migration.
and there s a option system change option.
I am not getting the idea of this what can be done by clicking on system change option and perform post installation actions?
plz help me out.
Thanks,
Vijaya

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