Actually I thought you just need to create a supply convoy fleet, from a home port or supply base (if USA, say from NY or similiar). Then choose a destination point (your beachhead??). Make sure you have enough supply convoy ships to do it. This is different than transport ships, which transport your troops overseas. For those, add and some DD's for protection. Use newer DD's for the range, and if they dont make it as far as you have to go, do it without DD's.
The supply convoy will run back and forth from supply origination point to destination point as long as the supplies are available. Make sure you send supplies and oil, or your planes, ships, and tanks will grind to a halt without oil. If you have enough suppies / oil at your beachhead the fleet will stop sending supplies / oil there until they need it again.
You need to build supply convoy ships to do it....which are different than regular Troop transport ships from the production table....HOI2 will also automatically create supply convoys but I usually set it up myself. If you have trouble, just let it do it automatically. It has been a while since I played but the trick is to build the convoys from the production list.
Hope that helps..
KLorberau