Are you trying to perform a transfer in or transfer out?
If you are trying to transfer a domain in either direction it needs to be unlocked. This is a feature that the registries have, so all registrars should support this. Simply log into your account and find the locking feature and turn it off.
Once the REGISTRAR-LOCK has been removed you can then start the transfer from the GAINING registrar. You always start the transfer from the GAINING side, not the LOSING side.
You can start transfers on our site using the following link:
http://www.ChangeIP.com/vsp/TransferStep1.asp
Thanks,
Sam