Stock shortage and DO

When making a DO (delivery order), the delivery quantity and the open item fields remain equal even if the stock is lower than the requested number of material.
See image: http://i1104.photobucket.com/albums/h336/809836724/sd/delivyissuesept232011.jpg
In that image, I have 20,000 on both deliv qty and open qty.
But the available stock is just 15,000 so it means the "deliv qty" should be 15,000 and the open qty should be 5,000.
The warning about the stock level (usually appears at the very bottom of the page) did not come up.
Another problem is that, I was able to save the DO with no warning at all even if there is shortage of stock.
How can I resolve this? Please help.

@Noel
Are you referring to the "stock determination rule"?
this is my setting after checking TAN on 0vlp : http://i1104.photobucket.com/albums/h336/809836724/sd/stockdetrulesept302011.jpg
@mziatam      
what tcode should I use to check delivery item category level. I am sorry. I am new to SD.
@Ragavendra
I am pretty sure there is no enough stock because our MM person confirmed it.

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