When you place an order for a domain transfer, the registrar sends out an email to the current administrative contact's email address requesting approval of the transfer. Some proxy registration services automatically discard this message, making it impossible for you to transfer your domain away. Your only option is to cancel the privacy service before initiating the transfer, thus exposing your personal information. Unless you are willing to temporarily forego your privacy you can never switch away from that registrar, which is why we call this situation "extortion by proxy."
To avoid delaying your transfer, we strongly recommend that you cancel any proxy registration service before you initiate the transfer. Since not all changes happen immediately, you may wish to consult the whois information for your domain to make sure it has been cancelled before placing your transfer order.
If you have already placed your transfer order and you find yourself in this situation, you will have to cancel the transfer or wait for it to fail (usually 7-30 days from the time you place the transfer order). See this related FAQ entry for complete details.
Our members have reported encountering this problem with several proxy registration services. (Naturally, RespectMyPrivacy does not have this limitation, as it is designed to respect your privacy, not prevent you from controlling or transferring your domain.)