An Instrument Student Pilot and Instructor departed an airport near PWM after filing a flight plan; and receiving a squawk code. Once airborne with the IFR transponder squawk set ATC assumed their clearance was issued when in fact they intended to get it in the air. Confusion resulted which was later cleared up with good communications.

Narrative

Prior to an IFR training fight; the Private Pilot rated Student received a weather briefing and filed a flight plan with flight service. Several minutes later he called the clearance delivery line (telephone) and received the clearance with instructions to hold for release. As the weather was VMC at the time of departure from the departure airport (uncontrolled); I as the Instructor elected to take off VFR and contact the Approach Controller for our Clearance/Release while maintaining VFR near the departure airport. As we had already received a squawk code we had that code set in the transponder. When we took off we immediately contacted the Portland Approach Controller on the assigned departure frequency told him we were VFR and would like our clearance/release to our destination. He saw that we were already on the assigned transponder code and assumed that we had taken off IFR and immediately cleared us direct to our destination with a climb to our assigned altitude. A minute or two later after realizing what we had done; the Controller explained to us that we should have held on the ground or squawked VFR when we took off to avoid the confusion. Nearing the limits of his airspace; he gave us a frequency change and sent us on our way. I continued the flight to the destination airport and arriving approximately one hour later; I called the Approach Controller on the telephone for further explanation and discussed the fact that it would be easier to complete the entire process of clearance on the ground or in the air with the controlling facility.We also discussed that when he saw the transponder code; he assumed that we were already IFR and felt the need to reissue a clearance because he did not know what our original clearance that we received from flight service was. He also provided me with the phone number to the radar room at the approach control facility and told me that it would be easier to get the clearance and release over the phone directly from them than it would be to go through flight service. There is a clearance delivery frequency published but it hasn't worked from the ground for more than a year despite repeated complaints to ATC by several pilots based at the airport. Now that I have a better understanding of the system and a new procedure for getting the clearance from ATC I will not repeat this error and will teach the new phone method of calling this particular approach facility directly to my students.