CPR LTT TKOF FROM UDD VFR EXPECTING TO PICK UP IFR CLRNC WHEN AIRBORNE. POSSIBLY PSP TRACON GAVE THEM A CLRNC WHEN THEY WERE ALREADY IN CONFLICT WITH A DSNDING JETSTREAM. UNLESS THEY ENTERED PSP CLASS D AIRSPACE WITHOUT CLRNC; THE FLC DID NOTHING WRONG.

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DEPARTED UDD RWY 28 VFR AT XX37 PM LCL JAN/THU/97; TO PICK UP IFR CLRNC TO CRQ. AFTER DEP WE CONTACTED PALM SPRINGS APCH FOR CLRNC AND SQUAWK. A SQUAWK WAS ISSUED AND SET IN OUR XPONDER AND SHORTLY AFTER WE RECEIVED OUR CLRNC WHICH BEGAN WITH A CLRNC DIRECT TO TRM AND AN ALT OF 5000 FT. WE WERE THEN IDENTED AS TFC TO A JETSTREAM WHO RPTED VISUAL CONTACT. ALTHOUGH THE JETSTREAM WAS IN SIGHT WHEN WE TOOK THE RWY FOR DEP WE LOST VISUAL CONTACT IN THE CLB; BUT WE HAD IDENTED THE JETSTREAM ON TCASII BEHIND US DSNDING THROUGH 7500 FT. WHILE THE PNF WAS ENTERING THE NEW ROUTING (AS PER CLRNC) ATC ISSUED INSTRUCTIONS TO TURN L HDG 100 DEGS THEN DIRECT TRM. WHILE IN THIS L 180 DEG TURN; ATC ASKED OUR HEADING TO WHICH WE RESPONDED IN A TURN TO 100 DEGS. ATC THEN CLRED US TO A HIGHER ALT AND SENT US TO A ZLA FREQ. UPON CONTACT; ZLA ADVISED US TO CONTACT PALM SPRINGS APCH VIA TELEPHONE AFTER LNDG. WHEN WE SPOKE TO PALM SPRINGS WE WERE ASKED WHY WE DID NOT FOLLOW THE IFR DEP PROC FROM UDD. WITH WX BETTER THAN 5000 FT CEILING; 5 MI VISIBILITY; WE DEPARTED VFR AND SO DID NOT NEED TO COMPLY WITH THE IFR INSTRUCTIONS AND NONE WERE ISSUED VIA RADIO. PALM SPRINGS THEN ADVISED THAT WE PENETRATED ZLA'S AIRSPACE WHILE IN OUR L TURN BECAUSE OUR RADIUS OF TURN WAS TOO GREAT. THE TURN WAS BEGUN IMMEDIATELY UPON RECEIVING THE INSTRUCTIONS AND 30 DEGS OF BANK WAS MAINTAINED FOR THE ENTIRE 180 DEGS OF TURN. IAS WAS 250 KTS ALTHOUGH GND SPD WAS NOT NOTED. WE BELIEVE A POTENTIAL AIRSPACE INCURSION WITHOUT PROPER PRIOR HDOF MAY HAVE CAUSED SOME CONSTERNATION AMONG THE ATC AGENCIES DURING THE TRANSITION FROM VFR TO IFR FLT.