GULFSTREAM GLF5 CAPT TOOK OFF VFR AND PICKED UP IFR RESULTING IN DEP CTLR ADVISING HIM TO NEXT TIME WAIT FOR AN IFR RELEASE.

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AT APPROX XA30 AT MMU ON MAR/TUE/02; THE FO AND I WERE STARTING ENGS FOR DEP FROM MMU-APA. THE TWR WAS DUE TO OPEN AT XA45. AFTER START; WE DISCUSSED OUR PLANS TO GET OUR IFR CLRNC VIA ZNY FREQ. AFTER SEVERAL ATTEMPTS ON OUR TAXI; I DECIDED TO CALL NEW YORK TRACON FOR OUR CLRNC. WHEN WE REACHED THE DEP END OF RWY 23; WE WERE #2 BEHIND A LEAR. I PLACED THE CALL ON MY CELL PHONE AND I HANDED IT TO THE FO. HE COPIED THE CLRNC AND SAID THAT TRACON SAID TO 'CALL BACK IN 6 MINS OR WAIT FOR THE MMU TWR TO OPEN.' AFTER THE LEAR DEPARTED AND WITH VFR WX; I DECIDED TO DEPART AND PICK UP THE CLRNC AIRBORNE. WE DEPARTED PER THE SID FOR NOISE ABATEMENT. TIME OF DEP WAS XA42. ONCE AIRBORNE; THE FO CONTACTED ZNY. UPON CONTACT; THE CTLR ASKED IF WE WERE IFR. THE FO REPLIED 'YES.' THE FO SHOULD HAVE REPLIED 'NO' AS WE WERE VFR WITH VMC. THE CTLR CALLED US 'RADAR CONTACT' AND ASSIGNED A HDG AND ALT. AFTER A FEW MOMENTS; THE CTLR ASKED IF WE HAD A CLRNC AND WHO CLRED US FOR DEP. AFTER SOME CONVERSATION BTWN THE FO AND CTLR; THE CTLR REPLIED THAT WE SHOULD NOT HAVE TAKEN OFF WITHOUT A CLRNC. I THEN REPLIED TO THE CTLR THAT WE HAD DEPARTED VFR BEFORE THE TWR OPENED. HE SAID 'NOT TO WORRY; BUT YOU SHOULDN'T DO THAT AGAIN.' SUMMARY; AFTER LOTS OF THOUGHT AND CONSIDERATION; I REALIZE THAT I; AS CAPT; SHOULD NOT HAVE MADE THE DECISION TO DEPART VFR ON AN IFR FLT PLAN. WHILE I UNDERSTAND THE CONFUSION OF HAVING AN IFR CLRNC WITH NO VOID TIME AND THE FO STATING THAT WE WERE IFR WHEN WE WERE ACTUALLY VFR; I SHOULD NOT HAVE BEEN SO RUSHED AND PUT US IN THAT SIT. LESSON LEARNED.