You may not have a choice in that, some companies will ask that you immediately transfer sponsorship as they then can use the allocated visa that your on for someone else.
I would also be very careful about changing your sponsorship especially if you have only been working there for less than a year and you have signed a contract, while most employers will say they are happy to release you to another company some will cancel your visa with out telling you and when your new company applies for one for you, they will be stuck with a huge fine and you'll be deported very unceremoniously out of the country and have even heard of cases were they will ask you to pay for the remaining months left in your contract.. It's the way here.

"Your born, You Live, You Die, given this premise, one can conclude since we have no control over when we are born and when we die, the only thing that matters to us should be how we live, simple really?" Mis-Cat to her philosophy Lecturer.