past perfect or past perfect cont.

Miss Sara was carrying very heavy bags.

This is written in past progressive (or continous) tense of 'to carry'.

She had done the shopping.

This is the past perfect tense of 'to do'.

She had been doing the shopping.

This is the past perfect progressive tense of 'to do'.

Here is a good site to show the conjugation of verbs.

http://conjugation.com/verb/to+do

Lewis's information is correct but doesn't really answer the question of which tense is the best to use. 

We need more context to choose between the Past Perfect (had done) and the Past Perfect Continuous (had been doing).  Your short sentence does not give enough information to be able to choose.

Generally, use Past Perfect to describe a completed action and Past Perfect Continuous to described a continuing action right up until another action/event; also we tend to use Past Perfect for longer completed actions and PPC for shorter, temporary actions. 

she have been carrying very heavy bags