Hi Amrita,
What cost object do you want to use, if you want to use cost center you can give directly at the time of posting or you can assign it in OKB9 as a default cost object, If you want to use profitability segment, assign your GL account in OKB9 and active the profitability check box, after this setting, please maintain the GL account in FI PA transfer structure in COPA configuration (FI/MM direct postings to COPA), in this you can add this GL account in one line id source and, you can assign it to a specific value field, So that while posting in FB01, you will get the profitability segment as a cost object.
Regards,
Ravi