The 000 client is the SAP standard delivered client and is protected against client copy. 001 is a customizing client that can be overwritten. Configuring STMS in the 000 client ensures that the transport domain settings cannot be inadvertently overwritten per SAP Best Practices.
There are other situations where the 000 client is used to protect settings and configuration. For instance, variants beginning with CUS& and SAP& are stored in the 000 client and protected by the user that creates them no matter where they are created.
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by: Dag-EgilPosted on 2009-05-02 at 08:48:26ID: 24286498
I have copied this from http://help.sap.com:
==== START HELP.SAP:COM =====
Prerequisites:
You have decided which system should be the Transport Domain Controller.
Procedure:
To configure a system as the transport domain controller (and thereby configure a new transport domain):
Log on in client 000 in the SAP System that you want to configure as the transport domain controller.
Enter Transaction STMS. The dialog box TMS: Configure Transport Domain appears.
(This dialog box only appears if you have not yet configured a transport domain.)
Enter the name and a short description of the transport domain.
The name of the transport domain may not contain blank characters. You cannot change the name of the transport domain afterwards without reconfiguring the domain controller and thereby the entire transport domain.
If your SAP System consists of multiple application servers, you can choose one server for the TMS.
Save your entries. The following actions are performed automatically in your SAP System:
The user TMSADM is created.
The RFC destinations required for the TMS are generated.
The TMS configuration is stored in the transport directory.
The transport profile for the transport control program tp is generated.
The SAP System is configured as a single system.
Result
The configuration of the transport domain is now complete for this SAP System. The initial screen of Transaction STMS shows that this SAP System is now functioning as the domain controller of the transport domain.
==== END HELP.SAP:COM ====
Transport system works as a "Cross Client Application". I guess this is why you have to log on to client 000. Hope this help you.