i recently transferred my domain to dreamhost, and my old registrar didn't give me any indication that they were going to automatically deny my transfer request since i was using their anonymous whois service (shame on them). so my first attempt got sent from dreamhost to the old registrar and denied. it was my first time transferring a domain and i was stuck with the week-long expiry period on the dreamhost side because dreamhost didn't get a response from my old registrar saying that the transfer was denied.
thankfully i knew why it was denied, so i filed a support ticket with dreamhost to see if they could delete my first request so i could try again. they got back to me that same day, deleted my first request, and i sent the request the second time and got my domain successfully transferred.
your situation sounds similar. make sure you have the auth code, contact support and tell them you forgot to enter the auth code on your first request and if they can delete the request for you, you'll promise to do it right this time worked for me!
track7 - my dream-hosted site