CAPT OF A C550 TOOK OFF ON AN IFR CLRNC AT A NON CTLED ARPT PRIOR TO BEING RELEASED.

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I FILED AN IFR CLRNC FROM FRONT RANGE ARPT; AN UNCTLED ARPT IN DENVER. I READ BACK THE CLRNC BUT DID NOT READ BACK 'HOLD FOR RELEASE.' THE CTLR AND I GOT INTO SEVERAL DISCUSSIONS ABOUT WHICH RWY TO USE. HE ASKED THAT I NOT USE RWY 26. THE CTLR DID NOT CORRECT MY READBACK WHEN I FAILED TO INCLUDE THE 'HOLD FOR RELEASE' INSTRUCTIONS. I HAD NOT COPIED DOWN THE 'HOLD FOR RELEASE' INSTRUCTION. DURING MY TAXI; I ATTEMPTED TO CONTACT ZDV 3 TIMES ON THE ASSIGNED FREQ. ZDV DID NOT RESPOND. SINCE THIS WAS MY FIRST TIME INTO FRONT RANGE; I THOUGHT THAT DENVER RADIO MAY NOT WORK ON THE GND. I TOOK OFF RWY 35. AT 500 FT AGL; I CONTACTED ZDV. AT THIS POINT; I WAS BELOW CLASS B AIRSPACE. THE CTLR GAVE ME A HDG AND TOLD ME TO MAINTAIN 7000 FT. HE THEN ASKED ME TO CALL THE OPS SUPVR UPON THE COMPLETION OF MY TRIP. UPON LNDG; I CONTACTED HIM. HE STATED THAT HE WOULD NOT RPT THIS AS AN INCIDENT BECAUSE THERE WERE NO OTHER PLANES INVOLVED (THE PLANE HAS TCASII). THE CTLR SAID IF I HAD SAID I WAS VFR WHEN I FIRST CONTACTED ZDV BECAUSE I WAS BELOW 7000 FT THERE WOULD HAVE BEEN NO ISSUE. BUT SINCE I HAD FILED IFR; I WAS CONSIDERED IFR FROM DEP. I SHOULD NOT HAVE DEPARTED WITHOUT CONTACTING ZDV; EVEN THOUGH I TRIED 3 TIMES ON THE GND. IF THE CTLR HAD CORRECTED ME AT THE TIME OF THE READBACK INSTRUCTIONS; THERE WOULD HAVE BEEN NO ISSUE.