A newly registered domain cannot be transferred to another registrar within its initial 60 days. This is a rule stated by ICANN and is enforced by the central registries. We are merely following the rules as an ICANN-accredited domain registrar, and all other registrars have to follow this rule as well.
If you do want to transfer a domain to another registrar (provided it is over 60 days old) then you can do so by submitting a transfer order/request at the _receiving_ registrar's website. Our FAQ contains answers to questions that customers tend to ask us about domain transfers:
For the most part, most TLDs follow these rules though there are a few exceptions. .WS domains, for example, cannot be transferred to other registrars because the .WS central registry does not support domain transfers at all. .CO.UK and .EU domains have their own domain transfer rules.