The grayed out option to direct transfer to machine, is VTransfer. I used it for the first time yesterday, to send my carve directly to my XCarve. It worked great once I figured it out, there is not a lot of instructions.
If you have VCarve 9.5, then you should have had the option to install VTransfer when you installed the program. If you opted not to, can just reinstall it without any problems. Once its installed and running at the same time as VCarve, the direct transfer button won’t be grayed out.