Importing a Sales Order with a shipping item

Hi,

I am trying to import a sales order transaction that contains inventory items and a shipping item. The shipping item was created in List>Accounting>Shipping Items i.e. UPS3DAYSELECT to be specific.

However, I am always getting an import error "Invalid item reference key UPS3DAYSELECT". 

My CSV file is something like this:

Date..........Number.........Name..........Item...................Qty.........Unit Price
10/1/2013...ABC123.........CUST1........INV1.....................1...........2.00
10/1/2013...ABC123.........CUST1........INV2.....................1...........2.00
10/1/2013...ABC123.........CUST1........INV3.....................1...........2.00
10/1/2013...ABC123.........CUST1........UPS3DAYSELECT.....1...........2.00

How do I import the sales order without getting any error?

Any help is really appreciated.

Thanks,
Gary