Mr. Aravind,
The contributions towards PF and ESI to be paid in State Bank of India only. What you have to do is, the prescribed challan under the schemes to be filled up and present the same in the Bank along with a cheque favouring " yourself towards PF contributions / ESI contributions ". It is very important to have bank account with SBI for this purpose. In case you present a cheque of other bank, the paid in challan may be collected only after the realisation of your cheque amount.
You have to follow up immediately to collect the paid in challans from the bank otherwise chancea are there to loose your challans.
regartds
palani