When I click the Gag or Cuff button on the HUD, it tells me that the gear has not be transferred in yet.

Your LULU Signature gear first comes in different HUD , one for each gear. You can transfer all of them into one HUD.  Here's how.

If you have already performed a transfer earlier, and you get this message, it probably means that SL has lost your settings - i.e. it has rolled back your HUD to a pre-transfer state. This could be due to two reasons:

• you crashed or got disconnected before you had a chance to save the settings.
• you had clicked the red button, but you re-wore your HUD too quickly.

To fix, simply transfer again (click the LULU logo and select "transfer") - but take care to properly save the HUD.