There are a few ways to transfer items from the charactes that have them to your mules. First is making a private transfer game and waiting MORE THAN FIVE MINUTES _very important_. Come back with the other characte in the transfer to make sure that the game is PERMANENT, and then proceed with the transfer by logging out one characte then logging another character in.
Another way is to join a public game which has people in it and will for a while, then dropping the items to transfer in an obscure place and coming back with the mule (making sure that the mule has advanced far enough in the game to get to the place where you dropped the item). This is risky and I would only do this with items you don't care too much about, if even that.
Another way is to get a friend to help you out. The problem with this one is that many D2 friends are actually "friends," if you know what I mean. In other words, backstabbing leeches. So if there is someone you know from RL and trust, or someone that you have known for a long time in-game and trust, this is really the only way to do this kind of transfer. I'm good at judging whether people are trustworthy or not (I had to learn fast on the internet), but some people aren't so this might not be a good option for you if your so-called friends turncloak on you
Descriptive enough?