Where can we ask if the visa we are holding is a project visa or not?

I have problem in transfering a visa. My previous company has givin me release to transfer but the imigration has rejected because according to them my visa is only 2 years and it need to extend before it can be transfer. Then my previous company has apply for the extension and it was approved. but still the imigration has rejected the transfer....can some one advice what would be the problem why the imigration still rejecting the transfer. Please note that The extension was aproved but it was not stamp on my passport and another thing I will be 2 years in my previous company this coming April 26, 2010.

My present sponsor had ask me to cancel my visa and exit then come back with a business visa but my problem is my family is here ( My wife and two dauther ) if my visa will cancel and so with them. and my new company will pay for my ticket only they will not pay for my family.
Please advice me what to do to solve my problem that I will not be needed to exit.