Hi Manohar,
In the standard GTS spro for customs, there is a previous step to the one above, the 'basic' PPF action definition.
Here when you drill down, on the lowest 3rd level, for your Z action, you set the processing details, ie either method call for idocs or Adobe form for PDF messages with the details. Did you do this part ?
The options you mention look like selection for a PFF demo context. You need to define your PPF action under GTS customs message processing area, the SPRO path (mentioned earlier) in customs decides this for you so be sure to use that one..
Cheers,
Branio