I am indeed talking about "real money". However, based on the information on their website, it looks like they require the money to be transferred via wire as well (which presents all the problems of my first scenario).

I just had a look at xe.com, who can create an electronic cheque. It's a little slower than a wire, but it might be the answer in this case.

It's very frustrating when it's this hard to transfer my money from me to me!

With my UK bank account, sending money nearly anywhere in the world is reasonably inexpensive and can be conducted with a quick phone call. This nonsense of having to walk into a branch and fill out loads of paperwork just to get at my own money is a little new for me.