A C550 CREW DEPARTED MTJ WITHOUT AN IFR RELEASE FROM ZDV.

Narrative

I CALLED ZDV TO PICK UP OUR IFR CLRNC TO LAS. ZDV GAVE US A CLRNC TO THE MTJ VOR AT 13000 FT AND A SQUAWK CODE; AND WE WERE TOLD TO HOLD FOR RELEASE. WE TAXIED OUT TO THE DEP END OF RWY 31; SINCE IT WAS THE CLOSEST RWY. WE ARRIVED AT THE DEP END; AND MADE A CALL ON CTAF TO SEE IF THERE WAS ANY OTHER TFC IN THE AREA. A PERSON FROM THE FBO CALLED THAT THERE WAS AN ACFT SETTING UP FOR THE ILS 17 APCH; BUT HE WAS STILL TALKING TO ZDV. SINCE WE DIDN'T HEAR HIM ON CTAF YET; WE DECIDED TO DEPART. AS WE WERE ROLLING DOWN THE RWY; I REALIZED THAT WE WERE SUPPOSED TO HOLD FOR OUR CLRNC; AND THAT WE HADN'T CALLED ZDV. I CALLED THEM UP; AND THE CTLR STATED THAT WE WOULD BE RELEASED AFTER THE TFC ON THE APCH HAD LANDED. I OWNED UP TO OUR MISTAKE AND TOLD HIM THAT WE HAD ALREADY DEPARTED; AND THAT WE WERE IN A L TURN BACK TO THE MTJ VOR. THE CTLR STATED HE WAS UPSET AND THAT WE WERE VFR AND CLRING THE AREA. HE ADVISED US TO SWITCH BACK TO CTAF AND FIND OUT THE POS OF THE LNDG ACFT. THE PLT OF THE OTHER ACFT STATED THAT HE WAS ABOUT 8 MI OUT TO THE N. WE WERE 2.6 MI S OF THE MTJ VOR AT THAT POINT; EBOUND. WE THEN SWITCHED BACK TO ZDV'S FREQ AND ADVISED THEM THAT WE HAD MADE CONTACT WITH THE LNDG TFC; AND THAT WE PRESENTED NO HAZARD TO THEIR APCH. HE ASKED US IF WE WERE VFR AND WE STATED THAT WE WERE; AND THAT WE COULD MAINTAIN VFR THROUGHOUT A CLB. THE CTLR THEN CLRED US TO 16000 FT AND SUBSEQUENTLY REVISED THE CLRNC TO 13000 FT. AT THAT POINT HE ADMONISHED US THAT IFR DEP PROCS MUST BE FOLLOWED; AND GAVE US A PHONE NUMBER TO CALL. WE LANDED IN LAS VEGAS; AND AS SOON AS THE ACFT WAS HANGARED; WE CONTACTED OUR CHIEF PLT AS TO HOW HE WANTED TO HANDLE THE SIT. HE ADVISED TO CALL THE NUMBER AND 'FESS UP; WITH OUR HATS IN OUR HANDS.' WE CALLED AND TALKED TO THE OPS MGR. THE SUPVR STATED THAT A RPT HAD ALREADY BEEN FILED WITH FLT STANDARDS; CITING THE LOSS OF SEPARATION BTWN THE ACFT AS THE REASON.