If your domain is locked, your domain transfer cannot be completed until it is unlocked. This is something that you will need to contact your current domain registrar about as they are not familiar with other registrar’s systems.
Even if you unlock your domain, the domain may be “transfer locked” because it is a recent (within 60 days) registration or transfer. In this case, even if your domain is unlocked at the registrar level the central registry will not allow your transfer to complete. You must wait for the 60 day period to pass before starting your domain transfer.