Based on the assumptions that firms entering the transiton markets typically are ignorant about these market and that these markets, owing to the transition from plan-governed system to a market economy, typically are turbulent, the paper argues that the entry process as a consequence contains discoveries of the beforehand unknowable. A longitudinal study made in real-time of a Swedish firm’s entry process into the Russian market from 1987 until 1996 indicates that this development is tied to different types of activities. The paper makes a distinction of performance of three types of activities: search, routine and improvisation, and discusses how these relate to the discoveries made and the characteristics of the entry process.