Need help for H1 B transfer!!!

I am currently under OPT. My H1 B under my current company was approved in Jan., 2004 and will be affective on May 1. Now, I got a new job and the company is taking care of the transfer. So, I have submitted my resign letter yesterday. But, today the HR and lawyer told me they can’t transfer until May. They say I have to be on H1B status at least 1 day, then they can show INS I am under H1 B and then apply for transfer. And they also say we need wait until they get the receipt from INS, which usually takes one week. Anyway, I have to wait until at least the middle of May.

Can anyone give any ideas?

Thanks very much.