Vitaliy,
I believe that you have to create the Batch first and this will generate the required inspection lots for the batch as part of the quality process based on the material master defintion for quality characteristics and your overall quality plan for the material. In short, if you use MII to create a batch (BAPI_BATCH_CREATE) then the inspection lots should get generated as a result of the creation of the new batch. I am not a QM expert but this was my understanding of how the inspection process is defined.
Sam
