PA30 PENETRATES PHX CLASS B AIRSPACE WITHOUT CLRNC.

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CONTACTED GYR TWR AND RPTED A VFR DEP; HDG 063 DEGS. TWR STATED 'ON COURSE TKOF APPROVED.' WE DEPARTED VFR ON RWY 21; AND BEGAN A L TURN AT 500 FT AGL TO ON-COURSE HDG OF 063 DEGS. TWR RPTED TO US 'FREQ CHANGE APPROVED.' WE IMMEDIATELY CONTACTED LUKE APCH ON 120.5. THEY ASSIGNED US A SQUAWK CODE OF XXXX AND ASKED OUR POS. WE RPTED CLBING THROUGH 3000 FT FOR 9500 FT; ON-COURSE OF 063 DEGS; APPROX 5 MI E OF GYR. THE LUKE CTLR STATED RADAR CONTACT; THEN IMMEDIATELY SAID; 'RADAR SVC TERMINATED; SQUAWK 1200; MAINTAIN BELOW 5000 FT TO REMAIN CLR OF CLASS B; AND SUGGEST PHX APCH.' WE IMMEDIATELY CONTACTED PHX APCH AND WERE TOLD TO STAND BY. WE HEARD THE CTLR TALKING ABOUT AN ACFT AT 4400 FT; WHICH WE BELIEVED WAS OUR ACFT. DIRECTLY IN FRONT OF US WAS A B737 AT APPROX 2 MI; HEADED NE. AN UNKNOWN ACFT RPTED SEEING US TO APCH. WE THOUGHT THAT MAYBE WE HAD ACCIDENTALLY GOTTEN INTO AN APCH CORRIDOR; AND TURNED 180 DEGS TO THE R; AND RETURNED TO THE EASTERN SIDE OF GYR; REINITIATED CONTACT WITH LUKE APCH; AND REQUESTED VECTORS N AND E; AROUND THE CLASS B. I BELIEVE THAT THE PROB BEGAN WITH OUR UNFAMILIARITY WITH THE PHX CLASS B. WE HAD A CURRENT SECTIONAL CHART; BUT THE JAGGED FLOOR OF THE CLASS B (BLUE LINE) ON THE WESTERN PART OF THE AIRSPACE OVER GYR WAS NOT NOTICED UNTIL AFTER WE REVIEWED THE CHART. TWR APPROVING US 'ON- COURSE DEP' LED US TO BELIEVE THAT WE WERE CLRED TO HEAD THROUGH THE AIRSPACE. LUKE APCH CTLR; INSTEAD OF ADVISING US THAT WE HAD PENETRATED CLASS B; AND PROVIDING US WITH A VECTOR TO GET OUT; TERMINATED RADAR CONTACT WITH US. HE COULD HAVE GOTTEN US OUT OF THE WAY THE QUICKEST; BUT INSTEAD SEEMED TO TRY AND GET HIMSELF OFF THE HOOK BY TERMINATING RADAR CONTACT. FINALLY; THE PHX APCH CTLR WAS TOO BUSY TRYING TO FIGURE OUT WHICH ACFT HAD PENETRATED THE AIRSPACE TO TALK TO US. WE WERE INSTRUCTED TO CONTACT MS X AT PHOENIX. SHE EXPLAINED THAT THEY WERE FORCED TO DIVERT AN AIRLINER ON DSCNT DUE TO OUR LOCATION. WE DID NOT EVER SEE THIS ACFT. THE FIRST TIME WE WERE REALLY AWARE OF OUR INADVERTENT ENTRANCE TO THE CLASS B WAS WHEN WE HEARD THE PHOENIX APCH CTLR DISCUSSING AN UNIDENTED ACFT AT OUT ALT; AND WE SAW OTHER ACFT IN THE VICINITY. IN MY ESTIMATION; WE WERE NOT CLOSER THAN 2 MI TO THE B737 WE SAW IN FRONT OF US. AFTER WE HAD GOTTEN WELL OUT OF THE AIRSPACE; WE REVIEWED OUR GND TRACK ON THE GARMIN GPS 195; AND SAW THAT WE HAD ACTUALLY ENTERED THE AIRSPACE BY APPROX 3 MI BEFORE TURNING AROUND.