After successfully creating an STD order, you can add a new shipment by clicking the "Add New Shipment" button in the newly created SO. 

Screenshot show SO#40528-1

New Shipment button will give you a blank shipment to which you can add items, change the warehouse, and other information while keeping the existing SO number. ie. 405727-2.

Please keep in mind that the dash number represents the shipment identification number.

Screenshot showing the SO#40527-2