The package (previously development class) to which your development is assigned will reflect on the Transport system... Have you come across $TMP ? I'm sure you have. $TMP is the package assignment which will not lead to any transport requests being assigned. When your developments are just for a test or proof of concept, you should chose "Local object" - which will result in a package assignment to $TMP.
So what is this used for ? Well, for Transports, there is a variety of settings which are set up on the package. Thus the assignment of a package also determines whether the popup for the creation of a change request will show.
Have you set up a test program which should be transported ? Just change the package assignment to a transportable package, which can be done in transaction SE80. The system will prompt you for an actual request immediately (or with the next program change). A program which is set up with package but which is no longer to be transported ? Simply assign to package $TMP and delete the transport entries that were created for the program (via transaction SE10).
Packages of ANY object can be also reassigned using transaction SM31 on table TADIR. If you would like to reassign from client dependant to client independant, (or vice-versa) reassign to $TMP first. Make sure your objects are removed from the old transport requests!