While loading the East Indiaman with units you cannot do it while he is in -non open borders - Eventho you can sale units right in there

http://img362.imageshack.us/img362/9131/civ4screenshot0002hp3.jpg (http://imageshack.us)

http://img341.imageshack.us/img341/6652/civ4screenshot0003wk4.jpg (http://imageshack.us)