Problem with Transporting packages

Friends
I am just trying to learn the basic export and import of packages from one server to another.
I have created a very simple package with a simple program (SE38 Program). I noted down the request number. I then went to transaction code SE09 and released this.
Even though all the objects are activated properly, I still got an error message
'Error in pre-export methods for request EC1K900079'
Also I don't find any files in the cofiles and data directories.
I tried the same for simple SE38 Program, SE37 function, SE11 table (all seperately) to see if anything works. I get the same error message in all the cases and don't see any file in COFILES & DATA directories.
What am I doing wrong?
I would appreciate any feedback.
Also, what transaction code should I be using to import this on another server.
Thanks
Ram

Hi,
    STMS is the Tcode for importing the TR to a particular server.
Packages are used to create requests.
what is the need to transport the packages, i did not get it.

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