The million dollar question is,
How long as the domain been with the current registrar? I'm assuming you bought it from the registrar or from someone else in the registrar?
If it has been with the current registrar for fewer than 60 days then you will not be able to transfer it.
If it has been with the current registrar for over 60 days, then you can transfer it out.
If you have 4-5 weeks left on the registration (your domain management page can tell you this, or a quick visit to
http://www.psychicwhois.com ) on the exact date it expires.