GA DEP FROM VNY WAS ISSUED LEFT TURNOUT; PLT ASSUMED ATC COMPLETED COORD WITH BUR; BUT WAS ADVISED BY SCT OF AN AIRSPACE INCURSION.

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I WAS DEPARTING FROM VNY TO HEAD OUT FOR A PHOTO MISSION. VNY WAS DEPARTING RWY 16R. I WAS GIVEN THE CLRNC TO DEPART RWY 16R AND ON DEP MAKE A L TURNOUT. THE BUR CLASS C AIRSPACE IS ONLY A 2 MIN FLT TO THE E. SINCE THE TWR DID NOT TELL ME TO MAKE A L DOWNWIND DEP (IN PAST SITUATIONS THEY SPECIFIED A L OR R DOWNWIND DEP); I ASSUMED THEY WERE GOING TO HAND ME OFF TO BUR SINCE IT WAS OBVIOUS THAT CLRNC WOULD SEND ME INTO THEIR AIRSPACE. I COULD NOT HEAD SE SINCE THAT WOULD PUT ME IN THE CLASS B AND I'VE NEVER BEEN TOLD TO TURN TOWARD ANOTHER AIRSPACE WITHOUT BEING HANDED OFF FROM ONE TWR TO THE NEXT. AS I WAS BREAKING INTO BUR'S AIRSPACE; I QUESTIONED VNY TWR AND ASKED IF THEY WANTED ME TO SWITCH TO BUR'S FREQ. THEY TOLD ME NO BECAUSE THEY SAID I WAS IN SOCAL'S AIRSPACE AND THEN GAVE ME A FREQ TO CONTACT THEM. WHEN I CALLED THE CTLR; I EXPLAINED THAT VNY TWR TOLD ME TO CONTACT THEM AND I WAS NEVER GIVEN A SQUAWK CODE. THE CTLR THEN TOLD ME I WAS NOT AUTH TO BE THERE AND I EXPLAINED THAT VNY TWR SENT ME IN THAT DIRECTION. THERE IS NO SPACING BTWN THE 2 AIRSPACES SO I COULD NOT FLY IN ANY DIRECTION I PLEASED NOR COULD I SWITCH FREQS UNTIL GIVEN THE OK BY VNY TWR WHEN I WAS OUT OF THEIR AIRSPACE. THEY ALSO NEVER TOLD ME THAT I WAS NOT CLRED INTO BUR NOR GAVE ME ANY WARNING THAT I WAS GOING TO BUST THAT AIRSPACE THE SECOND I LEFT THEIRS. THIS SITUATION IS IMPOSSIBLE FOR A PLT. AS A PLT; WHEN UNDER THE CTL OF A TWR IN THEIR AIRSPACE; YOU MUST FOLLOW THEIR DIRECTIONS AND SINCE THEY SENT ME RIGHT INTO ANOTHER AIRSPACE WITHOUT CALLING THEM AHEAD; THE PLT NOW GETS THE BLAME FOR BUSTING AN AIRSPACE WHEN ALL HE DID WAS LISTEN TO A CTLR WHILE IN A CTLED AIRSPACE. IF IT WAS NOT FOR MY ACTIONS OF QUESTIONING VNY TWR ON WHY THEY DID NOT TELL ME TO SWITCH FREQS AS I WAS ENTERING THE BORDERING AIRSPACE; THERE COULD HAVE EASILY BEEN AN NMAC OR WORSE. THERE NEEDS TO BE BETTER COMS BTWN CTLING AGENCIES; ESPECIALLY WHEN ONE CTLED AIRSPACE LEADS DIRECTLY INTO ANOTHER.