How to load Non-stock lines to Transportation Sales Order

We are using Transportation Management, and we have a good understanding of how to work with the SO lines on a shipment.  But we need help with SO lines on the same order that will not have a shipment number assigned.  For example, we ship pallet items along with our stock item orders.  We need the pallets to be included in the weight on the Bill of Lading, but we do not need to show them on the Packing List.  We tried calling the Additional Item Entry form from Shipment Confirmation, but this did not seem to work well.  We