you should take it up to godaddy support because thats where you initiate the transfer from
http://www.godaddy.com/gdshop/support.asp?ci=9076&tab=3
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Posted By teamdynadot05/20/2009 18:11
teamdynadot replied w_j_metamora_us_1
You just need to unlock your domain and retrieve the Transfer Code. Once you have the Transfer code, you can initiate the transfer at the new Registrar's website:
[help=100]
How do I transfer my domain to godaddy.com?