Hello San,
Follow the steps suggested by Venu. In addition to this, to find out exactly which user exit would be appropriate to you is : Put break-points in all the user exists of the program, execute the program, using debugging, understand when the particular exit is called and in which exit you want to code so that the particular functionality is achieved.
Other ways of finding exits in SD module: Goto SE80, in Repository Information System-Enhancements->Business Add-ins, Customer Exits.
Get to know list of packages of SD module and provide the same in this screen, you will get list of user exits. The user exits generally is a FM and it starts with EXIT* or *EXIT* .
Hope it will be helpful!
Thanks.