Create Package in SE80/SE21 for ABAP Proxy

Hello Experts,

I am trying to create an ABAP Proxy based on my Service Interface. Before I do that I need to create a package using SE80/SE21. But, I am unable to create a package because it keeps asking me for a superpackage and there are no values in the drop down. Could you please point me to a forum thread, a blog or a tutorial where they have instruction on creating a package in PI 7.1.

Thanks for you help,

Mayur